NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 78.83 79.46 0.63 0.8% 79.98
High 79.89 81.17 1.28 1.6% 80.54
Low 78.26 78.83 0.57 0.7% 77.34
Close 79.17 80.97 1.80 2.3% 79.41
Range 1.63 2.34 0.71 43.6% 3.20
ATR 1.63 1.68 0.05 3.1% 0.00
Volume 23,606 21,678 -1,928 -8.2% 105,131
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 87.34 86.50 82.26
R3 85.00 84.16 81.61
R2 82.66 82.66 81.40
R1 81.82 81.82 81.18 82.24
PP 80.32 80.32 80.32 80.54
S1 79.48 79.48 80.76 79.90
S2 77.98 77.98 80.54
S3 75.64 77.14 80.33
S4 73.30 74.80 79.68
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.70 87.25 81.17
R3 85.50 84.05 80.29
R2 82.30 82.30 80.00
R1 80.85 80.85 79.70 79.98
PP 79.10 79.10 79.10 78.66
S1 77.65 77.65 79.12 76.78
S2 75.90 75.90 78.82
S3 72.70 74.45 78.53
S4 69.50 71.25 77.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.17 77.34 3.83 4.7% 1.78 2.2% 95% True False 23,289
10 81.17 77.34 3.83 4.7% 1.76 2.2% 95% True False 20,748
20 81.17 77.15 4.02 5.0% 1.65 2.0% 95% True False 18,332
40 85.34 73.76 11.58 14.3% 1.54 1.9% 62% False False 12,932
60 85.34 73.76 11.58 14.3% 1.47 1.8% 62% False False 9,758
80 85.34 73.76 11.58 14.3% 1.37 1.7% 62% False False 7,953
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 91.12
2.618 87.30
1.618 84.96
1.000 83.51
0.618 82.62
HIGH 81.17
0.618 80.28
0.500 80.00
0.382 79.72
LOW 78.83
0.618 77.38
1.000 76.49
1.618 75.04
2.618 72.70
4.250 68.89
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 80.65 80.53
PP 80.32 80.09
S1 80.00 79.66

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.