NYMEX Light Sweet Crude Oil Future May 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 84.91 85.98 1.07 1.3% 82.34
High 85.12 84.87 -0.25 -0.3% 82.56
Low 84.20 84.87 0.67 0.8% 80.75
Close 84.91 85.98 1.07 1.3% 82.83
Range 0.92 0.00 -0.92 -100.0% 1.81
ATR
Volume 642 1,484 842 131.2% 4,928
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 85.24 85.61 85.98
R3 85.24 85.61 85.98
R2 85.24 85.24 85.98
R1 85.61 85.61 85.98 85.98
PP 85.24 85.24 85.24 85.43
S1 85.61 85.61 85.98 85.98
S2 85.24 85.24 85.98
S3 85.24 85.61 85.98
S4 85.24 85.61 85.98
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 87.48 86.96 83.83
R3 85.67 85.15 83.33
R2 83.86 83.86 83.16
R1 83.34 83.34 83.00 83.60
PP 82.05 82.05 82.05 82.18
S1 81.53 81.53 82.66 81.79
S2 80.24 80.24 82.50
S3 78.43 79.72 82.33
S4 76.62 77.91 81.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.12 80.75 4.37 5.1% 0.18 0.2% 120% False False 1,024
10 85.12 80.36 4.76 5.5% 0.26 0.3% 118% False False 1,178
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 -0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.87
2.618 84.87
1.618 84.87
1.000 84.87
0.618 84.87
HIGH 84.87
0.618 84.87
0.500 84.87
0.382 84.87
LOW 84.87
0.618 84.87
1.000 84.87
1.618 84.87
2.618 84.87
4.250 84.87
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 85.61 85.00
PP 85.24 84.03
S1 84.87 83.05

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.