NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 80.54 80.21 -0.33 -0.4% 79.61
High 81.14 80.66 -0.48 -0.6% 80.52
Low 79.90 79.63 -0.27 -0.3% 77.75
Close 80.54 80.21 -0.33 -0.4% 79.69
Range 1.24 1.03 -0.21 -16.9% 2.77
ATR 1.61 1.57 -0.04 -2.6% 0.00
Volume 21,878 22,204 326 1.5% 52,016
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.26 82.76 80.78
R3 82.23 81.73 80.49
R2 81.20 81.20 80.40
R1 80.70 80.70 80.30 80.73
PP 80.17 80.17 80.17 80.18
S1 79.67 79.67 80.12 79.70
S2 79.14 79.14 80.02
S3 78.11 78.64 79.93
S4 77.08 77.61 79.64
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 3.4% 1.28 1.6% 65% False False 19,020
10 81.14 77.15 3.99 5.0% 1.55 1.9% 77% False False 15,915
20 81.14 73.76 7.38 9.2% 1.55 1.9% 87% False False 12,668
40 85.34 73.76 11.58 14.4% 1.47 1.8% 56% False False 8,916
60 85.34 73.76 11.58 14.4% 1.35 1.7% 56% False False 6,627
80 85.34 72.76 12.58 15.7% 1.28 1.6% 59% False False 5,697
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 85.04
2.618 83.36
1.618 82.33
1.000 81.69
0.618 81.30
HIGH 80.66
0.618 80.27
0.500 80.15
0.382 80.02
LOW 79.63
0.618 78.99
1.000 78.60
1.618 77.96
2.618 76.93
4.250 75.25
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 80.19 80.37
PP 80.17 80.32
S1 80.15 80.26

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.