NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 79.11 78.46 -0.65 -0.8% 82.55
High 80.30 79.04 -1.26 -1.6% 83.72
Low 78.53 77.64 -0.89 -1.1% 79.03
Close 79.11 78.46 -0.65 -0.8% 81.85
Range 1.77 1.40 -0.37 -20.9% 4.69
ATR
Volume 2,024 2,724 700 34.6% 10,883
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 82.58 81.92 79.23
R3 81.18 80.52 78.85
R2 79.78 79.78 78.72
R1 79.12 79.12 78.59 79.16
PP 78.38 78.38 78.38 78.40
S1 77.72 77.72 78.33 77.76
S2 76.98 76.98 78.20
S3 75.58 76.32 78.08
S4 74.18 74.92 77.69
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 95.60 93.42 84.43
R3 90.91 88.73 83.14
R2 86.22 86.22 82.71
R1 84.04 84.04 82.28 82.79
PP 81.53 81.53 81.53 80.91
S1 79.35 79.35 81.42 78.10
S2 76.84 76.84 80.99
S3 72.15 74.66 80.56
S4 67.46 69.97 79.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.90 77.64 4.26 5.4% 1.37 1.7% 19% False True 2,392
10 83.72 77.64 6.08 7.7% 1.29 1.6% 13% False True 2,256
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.99
2.618 82.71
1.618 81.31
1.000 80.44
0.618 79.91
HIGH 79.04
0.618 78.51
0.500 78.34
0.382 78.17
LOW 77.64
0.618 76.77
1.000 76.24
1.618 75.37
2.618 73.97
4.250 71.69
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 78.42 79.53
PP 78.38 79.17
S1 78.34 78.82

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.