NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 76.29 77.57 1.28 1.7% 76.67
High 78.00 78.12 0.12 0.2% 78.34
Low 76.05 76.51 0.46 0.6% 75.10
Close 77.65 77.50 -0.15 -0.2% 77.65
Range 1.95 1.61 -0.34 -17.4% 3.24
ATR 1.91 1.89 -0.02 -1.1% 0.00
Volume 155,811 166,177 10,366 6.7% 723,840
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 82.21 81.46 78.39
R3 80.60 79.85 77.94
R2 78.99 78.99 77.80
R1 78.24 78.24 77.65 77.81
PP 77.38 77.38 77.38 77.16
S1 76.63 76.63 77.35 76.20
S2 75.77 75.77 77.20
S3 74.16 75.02 77.06
S4 72.55 73.41 76.61
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 86.75 85.44 79.43
R3 83.51 82.20 78.54
R2 80.27 80.27 78.24
R1 78.96 78.96 77.95 79.62
PP 77.03 77.03 77.03 77.36
S1 75.72 75.72 77.35 76.38
S2 73.79 73.79 77.06
S3 70.55 72.48 76.76
S4 67.31 69.24 75.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.20 75.10 3.10 4.0% 1.84 2.4% 77% False False 152,807
10 79.75 75.10 4.65 6.0% 1.82 2.3% 52% False False 144,119
20 79.75 74.64 5.11 6.6% 1.89 2.4% 56% False False 134,402
40 84.45 72.35 12.10 15.6% 1.90 2.4% 43% False False 101,904
60 84.45 72.35 12.10 15.6% 1.96 2.5% 43% False False 81,574
80 84.45 72.35 12.10 15.6% 2.02 2.6% 43% False False 72,161
100 87.40 71.50 15.90 20.5% 2.18 2.8% 38% False False 69,395
120 93.55 71.50 22.05 28.5% 2.11 2.7% 27% False False 67,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.52
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.96
2.618 82.33
1.618 80.72
1.000 79.73
0.618 79.11
HIGH 78.12
0.618 77.50
0.500 77.32
0.382 77.13
LOW 76.51
0.618 75.52
1.000 74.90
1.618 73.91
2.618 72.30
4.250 69.67
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 77.44 77.20
PP 77.38 76.91
S1 77.32 76.61

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.