NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 79.30 77.53 -1.77 -2.2% 78.37
High 79.30 77.53 -1.77 -2.2% 80.08
Low 77.59 76.64 -0.95 -1.2% 76.64
Close 77.84 76.96 -0.88 -1.1% 76.96
Range 1.71 0.89 -0.82 -48.0% 3.44
ATR 1.60 1.57 -0.03 -1.8% 0.00
Volume 4,732 5,681 949 20.1% 25,664
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 79.71 79.23 77.45
R3 78.82 78.34 77.20
R2 77.93 77.93 77.12
R1 77.45 77.45 77.04 77.25
PP 77.04 77.04 77.04 76.94
S1 76.56 76.56 76.88 76.36
S2 76.15 76.15 76.80
S3 75.26 75.67 76.72
S4 74.37 74.78 76.47
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 88.21 86.03 78.85
R3 84.77 82.59 77.91
R2 81.33 81.33 77.59
R1 79.15 79.15 77.28 78.52
PP 77.89 77.89 77.89 77.58
S1 75.71 75.71 76.64 75.08
S2 74.45 74.45 76.33
S3 71.01 72.27 76.01
S4 67.57 68.83 75.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.08 76.64 3.44 4.5% 1.25 1.6% 9% False True 5,132
10 84.76 76.64 8.12 10.6% 1.31 1.7% 4% False True 5,915
20 85.62 76.64 8.98 11.7% 1.37 1.8% 4% False True 4,934
40 85.62 74.92 10.70 13.9% 1.43 1.9% 19% False False 3,807
Crabel Price Patterns
NR True
NR4 True
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 0.20
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.31
2.618 79.86
1.618 78.97
1.000 78.42
0.618 78.08
HIGH 77.53
0.618 77.19
0.500 77.09
0.382 76.98
LOW 76.64
0.618 76.09
1.000 75.75
1.618 75.20
2.618 74.31
4.250 72.86
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 77.09 78.03
PP 77.04 77.67
S1 77.00 77.32

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.