NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 72.84 73.60 0.76 1.0% 70.10
High 74.27 75.10 0.83 1.1% 72.92
Low 72.50 73.30 0.80 1.1% 68.32
Close 73.74 74.71 0.97 1.3% 72.25
Range 1.77 1.80 0.03 1.7% 4.60
ATR 2.47 2.43 -0.05 -1.9% 0.00
Volume 155,969 168,207 12,238 7.8% 856,121
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 79.77 79.04 75.70
R3 77.97 77.24 75.21
R2 76.17 76.17 75.04
R1 75.44 75.44 74.88 75.81
PP 74.37 74.37 74.37 74.55
S1 73.64 73.64 74.55 74.01
S2 72.57 72.57 74.38
S3 70.77 71.84 74.22
S4 68.97 70.04 73.72
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.96 83.21 74.78
R3 80.36 78.61 73.52
R2 75.76 75.76 73.09
R1 74.01 74.01 72.67 74.89
PP 71.16 71.16 71.16 71.60
S1 69.41 69.41 71.83 70.29
S2 66.56 66.56 71.41
S3 61.96 64.81 70.99
S4 57.36 60.21 69.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.10 69.19 5.91 7.9% 2.28 3.1% 93% True False 183,971
10 75.10 66.60 8.50 11.4% 2.51 3.4% 95% True False 153,384
20 75.10 65.55 9.55 12.8% 2.41 3.2% 96% True False 121,195
40 76.16 65.55 10.61 14.2% 2.46 3.3% 86% False False 92,386
60 76.87 65.55 11.32 15.2% 2.44 3.3% 81% False False 78,402
80 76.87 62.21 14.66 19.6% 2.45 3.3% 85% False False 68,496
100 76.87 62.21 14.66 19.6% 2.38 3.2% 85% False False 61,844
120 76.87 54.92 21.95 29.4% 2.31 3.1% 90% False False 55,322
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 0.57
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.75
2.618 79.81
1.618 78.01
1.000 76.90
0.618 76.21
HIGH 75.10
0.618 74.41
0.500 74.20
0.382 73.99
LOW 73.30
0.618 72.19
1.000 71.50
1.618 70.39
2.618 68.59
4.250 65.65
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 74.54 74.17
PP 74.37 73.63
S1 74.20 73.10

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.