NYMEX Light Sweet Crude Oil Future April 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 81.73 79.17 -2.56 -3.1% 84.54
High 81.95 80.96 -0.99 -1.2% 85.70
Low 81.63 79.42 -2.21 -2.7% 83.84
Close 81.73 79.17 -2.56 -3.1% 84.22
Range 0.32 1.54 1.22 381.3% 1.86
ATR 1.04 1.13 0.09 8.8% 0.00
Volume 2,606 4,706 2,100 80.6% 8,996
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 84.47 83.36 80.02
R3 82.93 81.82 79.59
R2 81.39 81.39 79.45
R1 80.28 80.28 79.31 79.94
PP 79.85 79.85 79.85 79.68
S1 78.74 78.74 79.03 78.40
S2 78.31 78.31 78.89
S3 76.77 77.20 78.75
S4 75.23 75.66 78.32
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 90.17 89.05 85.24
R3 88.31 87.19 84.73
R2 86.45 86.45 84.56
R1 85.33 85.33 84.39 84.96
PP 84.59 84.59 84.59 84.40
S1 83.47 83.47 84.05 83.10
S2 82.73 82.73 83.88
S3 80.87 81.61 83.71
S4 79.01 79.75 83.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.19 79.42 5.77 7.3% 0.54 0.7% -4% False True 3,134
10 85.70 79.42 6.28 7.9% 0.47 0.6% -4% False True 2,452
20 85.70 79.15 6.55 8.3% 0.58 0.7% 0% False False 1,988
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 -0.10
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 87.51
2.618 84.99
1.618 83.45
1.000 82.50
0.618 81.91
HIGH 80.96
0.618 80.37
0.500 80.19
0.382 80.01
LOW 79.42
0.618 78.47
1.000 77.88
1.618 76.93
2.618 75.39
4.250 72.88
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 80.19 81.81
PP 79.85 80.93
S1 79.51 80.05

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.