NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 12-Jun-2009
Day Change Summary
Previous Current
11-Jun-2009 12-Jun-2009 Change Change % Previous Week
Open 75.90 75.27 -0.63 -0.8% 72.25
High 76.74 76.08 -0.66 -0.9% 76.74
Low 75.42 75.19 -0.23 -0.3% 72.25
Close 76.58 75.93 -0.65 -0.8% 75.93
Range 1.32 0.89 -0.43 -32.6% 4.49
ATR 1.58 1.57 -0.01 -0.9% 0.00
Volume 5,176 2,577 -2,599 -50.2% 18,562
Daily Pivots for day following 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.40 78.06 76.42
R3 77.51 77.17 76.17
R2 76.62 76.62 76.09
R1 76.28 76.28 76.01 76.45
PP 75.73 75.73 75.73 75.82
S1 75.39 75.39 75.85 75.56
S2 74.84 74.84 75.77
S3 73.95 74.50 75.69
S4 73.06 73.61 75.44
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.44 86.68 78.40
R3 83.95 82.19 77.16
R2 79.46 79.46 76.75
R1 77.70 77.70 76.34 78.58
PP 74.97 74.97 74.97 75.42
S1 73.21 73.21 75.52 74.09
S2 70.48 70.48 75.11
S3 65.99 68.72 74.70
S4 61.50 64.23 73.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.74 72.25 4.49 5.9% 1.03 1.4% 82% False False 3,712
10 76.74 70.00 6.74 8.9% 1.23 1.6% 88% False False 3,881
20 76.74 61.52 15.22 20.0% 1.25 1.7% 95% False False 3,138
40 76.74 56.18 20.56 27.1% 1.22 1.6% 96% False False 2,478
60 76.74 56.18 20.56 27.1% 1.18 1.6% 96% False False 2,287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.86
2.618 78.41
1.618 77.52
1.000 76.97
0.618 76.63
HIGH 76.08
0.618 75.74
0.500 75.64
0.382 75.53
LOW 75.19
0.618 74.64
1.000 74.30
1.618 73.75
2.618 72.86
4.250 71.41
Fisher Pivots for day following 12-Jun-2009
Pivot 1 day 3 day
R1 75.83 75.86
PP 75.73 75.79
S1 75.64 75.73

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.