NYMEX Light Sweet Crude Oil Future November 2010


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 78.03 77.85 -0.18 -0.2% 77.82
High 78.62 79.87 1.25 1.6% 80.43
Low 76.98 77.47 0.49 0.6% 76.93
Close 78.03 79.43 1.40 1.8% 79.83
Range 1.64 2.40 0.76 46.3% 3.50
ATR 2.05 2.08 0.02 1.2% 0.00
Volume 19,590 47,384 27,794 141.9% 109,183
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 86.12 85.18 80.75
R3 83.72 82.78 80.09
R2 81.32 81.32 79.87
R1 80.38 80.38 79.65 80.85
PP 78.92 78.92 78.92 79.16
S1 77.98 77.98 79.21 78.45
S2 76.52 76.52 78.99
S3 74.12 75.58 78.77
S4 71.72 73.18 78.11
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 89.56 88.20 81.76
R3 86.06 84.70 80.79
R2 82.56 82.56 80.47
R1 81.20 81.20 80.15 81.88
PP 79.06 79.06 79.06 79.41
S1 77.70 77.70 79.51 78.38
S2 75.56 75.56 79.19
S3 72.06 74.20 78.87
S4 68.56 70.70 77.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.53 76.98 3.55 4.5% 1.84 2.3% 69% False False 23,911
10 80.53 76.57 3.96 5.0% 2.00 2.5% 72% False False 21,491
20 80.53 72.71 7.82 9.8% 2.08 2.6% 86% False False 18,030
40 82.01 72.71 9.30 11.7% 2.05 2.6% 72% False False 15,392
60 89.33 70.96 18.37 23.1% 2.22 2.8% 46% False False 14,843
80 93.14 70.96 22.18 27.9% 1.99 2.5% 38% False False 13,814
100 93.14 70.96 22.18 27.9% 1.82 2.3% 38% False False 11,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.07
2.618 86.15
1.618 83.75
1.000 82.27
0.618 81.35
HIGH 79.87
0.618 78.95
0.500 78.67
0.382 78.39
LOW 77.47
0.618 75.99
1.000 75.07
1.618 73.59
2.618 71.19
4.250 67.27
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 79.18 79.21
PP 78.92 78.98
S1 78.67 78.76

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.