NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 83.00 84.37 1.37 1.7% 81.33
High 84.47 85.75 1.28 1.5% 85.75
Low 82.68 84.37 1.69 2.0% 80.00
Close 84.37 85.74 1.37 1.6% 85.74
Range 1.79 1.38 -0.41 -22.9% 5.75
ATR 1.62 1.60 -0.02 -1.0% 0.00
Volume 25,448 29,380 3,932 15.5% 110,536
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 89.43 88.96 86.50
R3 88.05 87.58 86.12
R2 86.67 86.67 85.99
R1 86.20 86.20 85.87 86.44
PP 85.29 85.29 85.29 85.40
S1 84.82 84.82 85.61 85.06
S2 83.91 83.91 85.49
S3 82.53 83.44 85.36
S4 81.15 82.06 84.98
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 101.08 99.16 88.90
R3 95.33 93.41 87.32
R2 89.58 89.58 86.79
R1 87.66 87.66 86.27 88.62
PP 83.83 83.83 83.83 84.31
S1 81.91 81.91 85.21 82.87
S2 78.08 78.08 84.69
S3 72.33 76.16 84.16
S4 66.58 70.41 82.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.75 80.00 5.75 6.7% 1.67 1.9% 100% True False 22,107
10 85.75 79.39 6.36 7.4% 1.68 2.0% 100% True False 20,162
20 85.75 79.39 6.36 7.4% 1.55 1.8% 100% True False 18,054
40 85.94 75.70 10.24 11.9% 1.58 1.8% 98% False False 13,909
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.46
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 91.62
2.618 89.36
1.618 87.98
1.000 87.13
0.618 86.60
HIGH 85.75
0.618 85.22
0.500 85.06
0.382 84.90
LOW 84.37
0.618 83.52
1.000 82.99
1.618 82.14
2.618 80.76
4.250 78.51
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 85.51 84.94
PP 85.29 84.13
S1 85.06 83.33

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.