NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 87.15 86.03 -1.12 -1.3% 86.93
High 87.46 86.59 -0.87 -1.0% 87.46
Low 85.72 84.30 -1.42 -1.7% 84.30
Close 86.13 84.75 -1.38 -1.6% 84.75
Range 1.74 2.29 0.55 31.6% 3.16
ATR 1.66 1.71 0.04 2.7% 0.00
Volume 21,902 20,705 -1,197 -5.5% 91,786
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 92.08 90.71 86.01
R3 89.79 88.42 85.38
R2 87.50 87.50 85.17
R1 86.13 86.13 84.96 85.67
PP 85.21 85.21 85.21 84.99
S1 83.84 83.84 84.54 83.38
S2 82.92 82.92 84.33
S3 80.63 81.55 84.12
S4 78.34 79.26 83.49
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 94.98 93.03 86.49
R3 91.82 89.87 85.62
R2 88.66 88.66 85.33
R1 86.71 86.71 85.04 86.11
PP 85.50 85.50 85.50 85.20
S1 83.55 83.55 84.46 82.95
S2 82.34 82.34 84.17
S3 79.18 80.39 83.88
S4 76.02 77.23 83.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.46 84.30 3.16 3.7% 1.55 1.8% 14% False True 18,357
10 87.80 83.98 3.82 4.5% 1.78 2.1% 20% False False 23,133
20 87.80 79.39 8.41 9.9% 1.73 2.0% 64% False False 21,647
40 87.80 75.70 12.10 14.3% 1.62 1.9% 75% False False 17,458
60 87.80 75.70 12.10 14.3% 1.59 1.9% 75% False False 14,295
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.32
2.618 92.59
1.618 90.30
1.000 88.88
0.618 88.01
HIGH 86.59
0.618 85.72
0.500 85.45
0.382 85.17
LOW 84.30
0.618 82.88
1.000 82.01
1.618 80.59
2.618 78.30
4.250 74.57
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 85.45 85.88
PP 85.21 85.50
S1 84.98 85.13

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.