NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 79.98 79.84 -0.14 -0.2% 79.75
High 80.48 80.54 0.06 0.1% 81.14
Low 78.89 78.61 -0.28 -0.4% 78.08
Close 79.98 78.94 -1.04 -1.3% 79.02
Range 1.59 1.93 0.34 21.4% 3.06
ATR 1.60 1.62 0.02 1.5% 0.00
Volume 17,371 14,745 -2,626 -15.1% 101,739
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 85.15 83.98 80.00
R3 83.22 82.05 79.47
R2 81.29 81.29 79.29
R1 80.12 80.12 79.12 79.74
PP 79.36 79.36 79.36 79.18
S1 78.19 78.19 78.76 77.81
S2 77.43 77.43 78.59
S3 75.50 76.26 78.41
S4 73.57 74.33 77.88
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.59 86.87 80.70
R3 85.53 83.81 79.86
R2 82.47 82.47 79.58
R1 80.75 80.75 79.30 80.08
PP 79.41 79.41 79.41 79.08
S1 77.69 77.69 78.74 77.02
S2 76.35 76.35 78.46
S3 73.29 74.63 78.18
S4 70.23 71.57 77.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.66 78.08 2.58 3.3% 1.63 2.1% 33% False False 17,747
10 81.14 78.08 3.06 3.9% 1.49 1.9% 28% False False 17,710
20 81.14 73.76 7.38 9.3% 1.63 2.1% 70% False False 14,453
40 85.34 73.76 11.58 14.7% 1.54 1.9% 45% False False 10,094
60 85.34 73.76 11.58 14.7% 1.41 1.8% 45% False False 7,639
80 85.34 73.76 11.58 14.7% 1.31 1.7% 45% False False 6,363
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.74
2.618 85.59
1.618 83.66
1.000 82.47
0.618 81.73
HIGH 80.54
0.618 79.80
0.500 79.58
0.382 79.35
LOW 78.61
0.618 77.42
1.000 76.68
1.618 75.49
2.618 73.56
4.250 70.41
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 79.58 79.31
PP 79.36 79.19
S1 79.15 79.06

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.