NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 80.59 80.84 0.25 0.3% 81.64
High 80.29 81.35 1.06 1.3% 82.11
Low 79.84 80.80 0.96 1.2% 79.39
Close 80.59 80.81 0.22 0.3% 80.94
Range 0.45 0.55 0.10 22.2% 2.72
ATR 1.08 1.06 -0.02 -2.1% 0.00
Volume 5,554 4,348 -1,206 -21.7% 26,417
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.64 82.27 81.11
R3 82.09 81.72 80.96
R2 81.54 81.54 80.91
R1 81.17 81.17 80.86 81.08
PP 80.99 80.99 80.99 80.94
S1 80.62 80.62 80.76 80.53
S2 80.44 80.44 80.71
S3 79.89 80.07 80.66
S4 79.34 79.52 80.51
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.97 87.68 82.44
R3 86.25 84.96 81.69
R2 83.53 83.53 81.44
R1 82.24 82.24 81.19 81.53
PP 80.81 80.81 80.81 80.46
S1 79.52 79.52 80.69 78.81
S2 78.09 78.09 80.44
S3 75.37 76.80 80.19
S4 72.65 74.08 79.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.35 79.39 1.96 2.4% 0.78 1.0% 72% True False 5,378
10 82.11 79.39 2.72 3.4% 0.74 0.9% 52% False False 5,344
20 82.32 78.63 3.69 4.6% 0.71 0.9% 59% False False 4,840
40 86.21 75.91 10.30 12.7% 0.73 0.9% 48% False False 3,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.69
2.618 82.79
1.618 82.24
1.000 81.90
0.618 81.69
HIGH 81.35
0.618 81.14
0.500 81.08
0.382 81.01
LOW 80.80
0.618 80.46
1.000 80.25
1.618 79.91
2.618 79.36
4.250 78.46
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 81.08 80.74
PP 80.99 80.67
S1 80.90 80.60

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.