NYMEX Light Sweet Crude Oil Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 84.38 82.74 -1.64 -1.9% 83.25
High 84.47 83.85 -0.62 -0.7% 85.64
Low 82.05 82.38 0.33 0.4% 81.91
Close 82.46 83.56 1.10 1.3% 83.56
Range 2.42 1.47 -0.95 -39.3% 3.73
ATR 2.00 1.96 -0.04 -1.9% 0.00
Volume 31,986 25,214 -6,772 -21.2% 120,026
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 87.67 87.09 84.37
R3 86.20 85.62 83.96
R2 84.73 84.73 83.83
R1 84.15 84.15 83.69 84.44
PP 83.26 83.26 83.26 83.41
S1 82.68 82.68 83.43 82.97
S2 81.79 81.79 83.29
S3 80.32 81.21 83.16
S4 78.85 79.74 82.75
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.89 92.96 85.61
R3 91.16 89.23 84.59
R2 87.43 87.43 84.24
R1 85.50 85.50 83.90 86.47
PP 83.70 83.70 83.70 84.19
S1 81.77 81.77 83.22 82.74
S2 79.97 79.97 82.88
S3 76.24 78.04 82.53
S4 72.51 74.31 81.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.64 81.91 3.73 4.5% 2.52 3.0% 44% False False 24,005
10 86.44 81.91 4.53 5.4% 2.03 2.4% 36% False False 21,053
20 86.75 78.76 7.99 9.6% 1.94 2.3% 60% False False 21,740
40 86.75 76.92 9.83 11.8% 1.80 2.2% 68% False False 18,214
60 86.75 74.29 12.46 14.9% 1.66 2.0% 74% False False 13,856
80 86.75 74.29 12.46 14.9% 1.61 1.9% 74% False False 11,130
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 90.10
2.618 87.70
1.618 86.23
1.000 85.32
0.618 84.76
HIGH 83.85
0.618 83.29
0.500 83.12
0.382 82.94
LOW 82.38
0.618 81.47
1.000 80.91
1.618 80.00
2.618 78.53
4.250 76.13
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 83.41 83.46
PP 83.26 83.36
S1 83.12 83.26

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.