NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 79.75 80.54 0.79 1.0% 79.61
High 80.79 81.14 0.35 0.4% 80.52
Low 79.60 79.90 0.30 0.4% 77.75
Close 80.37 80.54 0.17 0.2% 79.69
Range 1.19 1.24 0.05 4.2% 2.77
ATR 1.64 1.61 -0.03 -1.7% 0.00
Volume 23,240 21,878 -1,362 -5.9% 52,016
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 84.25 83.63 81.22
R3 83.01 82.39 80.88
R2 81.77 81.77 80.77
R1 81.15 81.15 80.65 81.16
PP 80.53 80.53 80.53 80.53
S1 79.91 79.91 80.43 79.92
S2 79.29 79.29 80.31
S3 78.05 78.67 80.20
S4 76.81 77.43 79.86
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.63 86.43 81.21
R3 84.86 83.66 80.45
R2 82.09 82.09 80.20
R1 80.89 80.89 79.94 81.49
PP 79.32 79.32 79.32 79.62
S1 78.12 78.12 79.44 78.72
S2 76.55 76.55 79.18
S3 73.78 75.35 78.93
S4 71.01 72.58 78.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.14 78.45 2.69 3.3% 1.35 1.7% 78% True False 17,673
10 81.14 76.61 4.53 5.6% 1.68 2.1% 87% True False 14,952
20 81.14 73.76 7.38 9.2% 1.58 2.0% 92% True False 11,704
40 85.34 73.76 11.58 14.4% 1.48 1.8% 59% False False 8,411
60 85.34 73.76 11.58 14.4% 1.36 1.7% 59% False False 6,279
80 85.34 72.76 12.58 15.6% 1.29 1.6% 62% False False 5,468
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.41
2.618 84.39
1.618 83.15
1.000 82.38
0.618 81.91
HIGH 81.14
0.618 80.67
0.500 80.52
0.382 80.37
LOW 79.90
0.618 79.13
1.000 78.66
1.618 77.89
2.618 76.65
4.250 74.63
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 80.53 80.29
PP 80.53 80.04
S1 80.52 79.80

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.