NYMEX Light Sweet Crude Oil Future December 2010


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 81.99 81.92 -0.07 -0.1% 82.01
High 82.64 82.12 -0.52 -0.6% 83.28
Low 81.50 80.56 -0.94 -1.2% 80.52
Close 82.18 81.43 -0.75 -0.9% 81.43
Range 1.14 1.56 0.42 36.8% 2.76
ATR 2.05 2.02 -0.03 -1.5% 0.00
Volume 276,983 290,248 13,265 4.8% 1,452,507
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 86.05 85.30 82.29
R3 84.49 83.74 81.86
R2 82.93 82.93 81.72
R1 82.18 82.18 81.57 81.78
PP 81.37 81.37 81.37 81.17
S1 80.62 80.62 81.29 80.22
S2 79.81 79.81 81.14
S3 78.25 79.06 81.00
S4 76.69 77.50 80.57
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 90.02 88.49 82.95
R3 87.26 85.73 82.19
R2 84.50 84.50 81.94
R1 82.97 82.97 81.68 82.36
PP 81.74 81.74 81.74 81.44
S1 80.21 80.21 81.18 79.60
S2 78.98 78.98 80.92
S3 76.22 77.45 80.67
S4 73.46 74.69 79.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.28 80.52 2.76 3.4% 1.55 1.9% 33% False False 290,501
10 83.95 79.84 4.11 5.0% 2.17 2.7% 39% False False 310,555
20 85.08 79.84 5.24 6.4% 2.10 2.6% 30% False False 259,037
40 85.08 75.10 9.98 12.3% 2.00 2.5% 63% False False 200,807
60 85.08 72.35 12.73 15.6% 1.99 2.4% 71% False False 161,657
80 85.08 72.35 12.73 15.6% 1.98 2.4% 71% False False 132,147
100 85.08 72.35 12.73 15.6% 2.01 2.5% 71% False False 113,933
120 86.52 71.50 15.02 18.4% 2.13 2.6% 66% False False 104,332
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.75
2.618 86.20
1.618 84.64
1.000 83.68
0.618 83.08
HIGH 82.12
0.618 81.52
0.500 81.34
0.382 81.16
LOW 80.56
0.618 79.60
1.000 79.00
1.618 78.04
2.618 76.48
4.250 73.93
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 81.40 81.61
PP 81.37 81.55
S1 81.34 81.49

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.