NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 81.11 81.42 0.31 0.4% 78.76
High 81.67 82.77 1.10 1.3% 82.12
Low 80.16 80.50 0.34 0.4% 78.33
Close 81.15 81.42 0.27 0.3% 81.15
Range 1.51 2.27 0.76 50.3% 3.79
ATR 2.29 2.29 0.00 -0.1% 0.00
Volume 57,605 26,852 -30,753 -53.4% 212,466
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 88.37 87.17 82.67
R3 86.10 84.90 82.04
R2 83.83 83.83 81.84
R1 82.63 82.63 81.63 82.56
PP 81.56 81.56 81.56 81.53
S1 80.36 80.36 81.21 80.29
S2 79.29 79.29 81.00
S3 77.02 78.09 80.80
S4 74.75 75.82 80.17
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 91.90 90.32 83.23
R3 88.11 86.53 82.19
R2 84.32 84.32 81.84
R1 82.74 82.74 81.50 83.53
PP 80.53 80.53 80.53 80.93
S1 78.95 78.95 80.80 79.74
S2 76.74 76.74 80.46
S3 72.95 75.16 80.11
S4 69.16 71.37 79.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.77 78.51 4.26 5.2% 1.80 2.2% 68% True False 40,115
10 82.77 75.30 7.47 9.2% 1.92 2.4% 82% True False 43,278
20 82.77 71.50 11.27 13.8% 2.37 2.9% 88% True False 48,470
40 93.55 71.50 22.05 27.1% 2.49 3.1% 45% False False 53,722
60 93.55 71.50 22.05 27.1% 2.17 2.7% 45% False False 52,727
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 0.49
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 92.42
2.618 88.71
1.618 86.44
1.000 85.04
0.618 84.17
HIGH 82.77
0.618 81.90
0.500 81.64
0.382 81.37
LOW 80.50
0.618 79.10
1.000 78.23
1.618 76.83
2.618 74.56
4.250 70.85
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 81.64 81.47
PP 81.56 81.45
S1 81.49 81.44

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.