NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 31-Dec-2010
Day Change Summary
Previous Current
30-Dec-2010 31-Dec-2010 Change Change % Previous Week
Open 93.38 92.26 -1.12 -1.2% 92.67
High 93.64 94.20 0.56 0.6% 94.20
Low 91.50 91.40 -0.10 -0.1% 91.40
Close 92.29 93.78 1.49 1.6% 93.78
Range 2.14 2.80 0.66 30.8% 2.80
ATR 1.44 1.53 0.10 6.8% 0.00
Volume 20,296 26,342 6,046 29.8% 85,043
Daily Pivots for day following 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.53 100.45 95.32
R3 98.73 97.65 94.55
R2 95.93 95.93 94.29
R1 94.85 94.85 94.04 95.39
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.52 92.59
S2 90.33 90.33 93.27
S3 87.53 89.25 93.01
S4 84.73 86.45 92.24
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 101.53 100.45 95.32
R3 98.73 97.65 94.55
R2 95.93 95.93 94.29
R1 94.85 94.85 94.04 95.39
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.52 92.59
S2 90.33 90.33 93.27
S3 87.53 89.25 93.01
S4 84.73 86.45 92.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.20 91.40 2.80 3.0% 1.52 1.6% 85% True True 17,008
10 94.20 90.04 4.16 4.4% 1.34 1.4% 90% True False 23,059
20 94.20 88.48 5.72 6.1% 1.42 1.5% 93% True False 30,668
40 94.20 82.46 11.74 12.5% 1.63 1.7% 96% True False 27,074
60 94.20 82.46 11.74 12.5% 1.69 1.8% 96% True False 23,862
80 94.20 79.39 14.81 15.8% 1.64 1.7% 97% True False 23,065
100 94.20 75.70 18.50 19.7% 1.64 1.8% 98% True False 20,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 106.10
2.618 101.53
1.618 98.73
1.000 97.00
0.618 95.93
HIGH 94.20
0.618 93.13
0.500 92.80
0.382 92.47
LOW 91.40
0.618 89.67
1.000 88.60
1.618 86.87
2.618 84.07
4.250 79.50
Fisher Pivots for day following 31-Dec-2010
Pivot 1 day 3 day
R1 93.45 93.45
PP 93.13 93.13
S1 92.80 92.80

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.