NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 80.78 80.78 0.00 0.0% 77.66
High 80.99 80.90 -0.09 -0.1% 80.99
Low 78.44 80.40 1.96 2.5% 75.70
Close 80.78 80.85 0.07 0.1% 80.78
Range 2.55 0.50 -2.05 -80.4% 5.29
ATR 1.70 1.61 -0.09 -5.0% 0.00
Volume 15,116 16,767 1,651 10.9% 47,079
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 82.22 82.03 81.13
R3 81.72 81.53 80.99
R2 81.22 81.22 80.94
R1 81.03 81.03 80.90 81.13
PP 80.72 80.72 80.72 80.76
S1 80.53 80.53 80.80 80.63
S2 80.22 80.22 80.76
S3 79.72 80.03 80.71
S4 79.22 79.53 80.58
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 95.03 93.19 83.69
R3 89.74 87.90 82.23
R2 84.45 84.45 81.75
R1 82.61 82.61 81.26 83.53
PP 79.16 79.16 79.16 79.62
S1 77.32 77.32 80.30 78.24
S2 73.87 73.87 79.81
S3 68.58 72.03 79.33
S4 63.29 66.74 77.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.99 75.70 5.29 6.5% 1.58 2.0% 97% False False 11,615
10 81.45 75.70 5.75 7.1% 1.55 1.9% 90% False False 10,025
20 86.55 75.70 10.85 13.4% 1.48 1.8% 47% False False 9,601
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 0.15
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 83.03
2.618 82.21
1.618 81.71
1.000 81.40
0.618 81.21
HIGH 80.90
0.618 80.71
0.500 80.65
0.382 80.59
LOW 80.40
0.618 80.09
1.000 79.90
1.618 79.59
2.618 79.09
4.250 78.28
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 80.78 80.31
PP 80.72 79.77
S1 80.65 79.23

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.