NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 76.67 77.70 1.03 1.3% 78.14
High 78.34 78.20 -0.14 -0.2% 79.75
Low 76.16 76.38 0.22 0.3% 75.87
Close 77.80 76.65 -1.15 -1.5% 76.67
Range 2.18 1.82 -0.36 -16.5% 3.88
ATR 1.92 1.91 -0.01 -0.4% 0.00
Volume 125,980 101,668 -24,312 -19.3% 736,948
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.54 81.41 77.65
R3 80.72 79.59 77.15
R2 78.90 78.90 76.98
R1 77.77 77.77 76.82 77.43
PP 77.08 77.08 77.08 76.90
S1 75.95 75.95 76.48 75.61
S2 75.26 75.26 76.32
S3 73.44 74.13 76.15
S4 71.62 72.31 75.65
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 89.07 86.75 78.80
R3 85.19 82.87 77.74
R2 81.31 81.31 77.38
R1 78.99 78.99 77.03 78.21
PP 77.43 77.43 77.43 77.04
S1 75.11 75.11 76.31 74.33
S2 73.55 73.55 75.96
S3 69.67 71.23 75.60
S4 65.79 67.35 74.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.83 75.87 2.96 3.9% 1.88 2.5% 26% False False 126,787
10 79.75 75.87 3.88 5.1% 1.78 2.3% 20% False False 130,956
20 79.75 72.35 7.40 9.7% 1.93 2.5% 58% False False 117,341
40 84.45 72.35 12.10 15.8% 1.94 2.5% 36% False False 90,143
60 84.45 72.35 12.10 15.8% 2.00 2.6% 36% False False 73,234
80 84.45 72.35 12.10 15.8% 2.06 2.7% 36% False False 66,268
100 93.55 71.50 22.05 28.8% 2.21 2.9% 23% False False 65,013
120 93.55 71.50 22.05 28.8% 2.10 2.7% 23% False False 63,192
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.94
2.618 82.96
1.618 81.14
1.000 80.02
0.618 79.32
HIGH 78.20
0.618 77.50
0.500 77.29
0.382 77.08
LOW 76.38
0.618 75.26
1.000 74.56
1.618 73.44
2.618 71.62
4.250 68.65
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 77.29 77.11
PP 77.08 76.95
S1 76.86 76.80

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.