NYMEX Light Sweet Crude Oil Future February 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 81.32 83.74 2.42 3.0% 85.02
High 83.85 83.97 0.12 0.1% 86.02
Low 81.32 81.53 0.21 0.3% 82.63
Close 83.84 81.94 -1.90 -2.3% 83.17
Range 2.53 2.44 -0.09 -3.6% 3.39
ATR 2.07 2.10 0.03 1.3% 0.00
Volume 39,612 43,225 3,613 9.1% 136,211
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.80 88.31 83.28
R3 87.36 85.87 82.61
R2 84.92 84.92 82.39
R1 83.43 83.43 82.16 82.96
PP 82.48 82.48 82.48 82.24
S1 80.99 80.99 81.72 80.52
S2 80.04 80.04 81.49
S3 77.60 78.55 81.27
S4 75.16 76.11 80.60
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.11 92.03 85.03
R3 90.72 88.64 84.10
R2 87.33 87.33 83.79
R1 85.25 85.25 83.48 84.60
PP 83.94 83.94 83.94 83.61
S1 81.86 81.86 82.86 81.21
S2 80.55 80.55 82.55
S3 77.16 78.47 82.24
S4 73.77 75.08 81.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.18 81.32 3.86 4.7% 2.83 3.4% 16% False False 32,748
10 86.02 81.32 4.70 5.7% 2.27 2.8% 13% False False 30,251
20 86.30 78.11 8.19 10.0% 2.08 2.5% 47% False False 29,238
40 86.30 76.24 10.06 12.3% 1.86 2.3% 57% False False 22,697
60 86.30 73.76 12.54 15.3% 1.71 2.1% 65% False False 17,121
80 86.30 73.76 12.54 15.3% 1.61 2.0% 65% False False 13,567
100 86.30 73.76 12.54 15.3% 1.48 1.8% 65% False False 11,372
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 94.34
2.618 90.36
1.618 87.92
1.000 86.41
0.618 85.48
HIGH 83.97
0.618 83.04
0.500 82.75
0.382 82.46
LOW 81.53
0.618 80.02
1.000 79.09
1.618 77.58
2.618 75.14
4.250 71.16
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 82.75 83.21
PP 82.48 82.79
S1 82.21 82.36

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.