NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 80.70 81.68 0.98 1.2% 81.25
High 81.69 83.03 1.34 1.6% 82.55
Low 80.18 80.91 0.73 0.9% 79.39
Close 81.20 82.90 1.70 2.1% 81.32
Range 1.51 2.12 0.61 40.4% 3.16
ATR 1.56 1.60 0.04 2.5% 0.00
Volume 13,849 19,694 5,845 42.2% 91,085
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 88.64 87.89 84.07
R3 86.52 85.77 83.48
R2 84.40 84.40 83.29
R1 83.65 83.65 83.09 84.03
PP 82.28 82.28 82.28 82.47
S1 81.53 81.53 82.71 81.91
S2 80.16 80.16 82.51
S3 78.04 79.41 82.32
S4 75.92 77.29 81.73
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 90.57 89.10 83.06
R3 87.41 85.94 82.19
R2 84.25 84.25 81.90
R1 82.78 82.78 81.61 83.52
PP 81.09 81.09 81.09 81.45
S1 79.62 79.62 81.03 80.36
S2 77.93 77.93 80.74
S3 74.77 76.46 80.45
S4 71.61 73.30 79.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.03 79.39 3.64 4.4% 1.68 2.0% 96% True False 18,761
10 83.03 79.39 3.64 4.4% 1.69 2.0% 96% True False 18,335
20 83.03 79.10 3.93 4.7% 1.56 1.9% 97% True False 16,439
40 86.55 75.70 10.85 13.1% 1.54 1.9% 66% False False 13,044
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 0.47
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 92.04
2.618 88.58
1.618 86.46
1.000 85.15
0.618 84.34
HIGH 83.03
0.618 82.22
0.500 81.97
0.382 81.72
LOW 80.91
0.618 79.60
1.000 78.79
1.618 77.48
2.618 75.36
4.250 71.90
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 82.59 82.44
PP 82.28 81.98
S1 81.97 81.52

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.