NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 80.21 79.18 -1.03 -1.3% 79.61
High 80.66 80.23 -0.43 -0.5% 80.52
Low 79.63 78.77 -0.86 -1.1% 77.75
Close 80.21 79.18 -1.03 -1.3% 79.69
Range 1.03 1.46 0.43 41.7% 2.77
ATR 1.57 1.56 -0.01 -0.5% 0.00
Volume 22,204 18,381 -3,823 -17.2% 52,016
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 83.77 82.94 79.98
R3 82.31 81.48 79.58
R2 80.85 80.85 79.45
R1 80.02 80.02 79.31 79.91
PP 79.39 79.39 79.39 79.34
S1 78.56 78.56 79.05 78.45
S2 77.93 77.93 78.91
S3 76.47 77.10 78.78
S4 75.01 75.64 78.38
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% 1.23 1.6% 27% False False 19,205
10 81.14 77.58 3.56 4.5% 1.51 1.9% 45% False False 15,992
20 81.14 73.76 7.38 9.3% 1.56 2.0% 73% False False 13,097
40 85.34 73.76 11.58 14.6% 1.47 1.9% 47% False False 9,268
60 85.34 73.76 11.58 14.6% 1.37 1.7% 47% False False 6,911
80 85.34 72.76 12.58 15.9% 1.29 1.6% 51% False False 5,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 86.44
2.618 84.05
1.618 82.59
1.000 81.69
0.618 81.13
HIGH 80.23
0.618 79.67
0.500 79.50
0.382 79.33
LOW 78.77
0.618 77.87
1.000 77.31
1.618 76.41
2.618 74.95
4.250 72.57
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 79.50 79.96
PP 79.39 79.70
S1 79.29 79.44

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.