NYMEX Light Sweet Crude Oil Future January 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 76.71 76.00 -0.71 -0.9% 77.45
High 77.03 76.52 -0.51 -0.7% 79.07
Low 75.51 74.84 -0.67 -0.9% 75.51
Close 75.88 75.19 -0.69 -0.9% 75.88
Range 1.52 1.68 0.16 10.5% 3.56
ATR 1.74 1.73 0.00 -0.2% 0.00
Volume 12,677 10,301 -2,376 -18.7% 72,163
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 80.56 79.55 76.11
R3 78.88 77.87 75.65
R2 77.20 77.20 75.50
R1 76.19 76.19 75.34 75.86
PP 75.52 75.52 75.52 75.35
S1 74.51 74.51 75.04 74.18
S2 73.84 73.84 74.88
S3 72.16 72.83 74.73
S4 70.48 71.15 74.27
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 87.50 85.25 77.84
R3 83.94 81.69 76.86
R2 80.38 80.38 76.53
R1 78.13 78.13 76.21 77.48
PP 76.82 76.82 76.82 76.49
S1 74.57 74.57 75.55 73.92
S2 73.26 73.26 75.23
S3 69.70 71.01 74.90
S4 66.14 67.45 73.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.07 74.84 4.23 5.6% 1.66 2.2% 8% False True 15,187
10 83.55 74.84 8.71 11.6% 1.69 2.2% 4% False True 13,334
20 84.73 74.84 9.89 13.2% 1.66 2.2% 4% False True 10,818
40 84.73 74.02 10.71 14.2% 1.69 2.2% 11% False False 8,413
60 84.73 74.02 10.71 14.2% 1.69 2.2% 11% False False 7,158
80 93.29 72.06 21.23 28.2% 1.79 2.4% 15% False False 6,748
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 False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.66
2.618 80.92
1.618 79.24
1.000 78.20
0.618 77.56
HIGH 76.52
0.618 75.88
0.500 75.68
0.382 75.48
LOW 74.84
0.618 73.80
1.000 73.16
1.618 72.12
2.618 70.44
4.250 67.70
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 75.68 76.65
PP 75.52 76.16
S1 75.35 75.68

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.