NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 05-Aug-2009
Day Change Summary
Previous Current
04-Aug-2009 05-Aug-2009 Change Change % Previous Week
Open 75.08 76.52 1.44 1.9% 73.77
High 76.80 77.15 0.35 0.5% 74.04
Low 74.99 75.55 0.56 0.7% 68.55
Close 76.44 77.15 0.71 0.9% 73.95
Range 1.81 1.60 -0.21 -11.6% 5.49
ATR 2.15 2.11 -0.04 -1.8% 0.00
Volume 16,024 7,928 -8,096 -50.5% 48,170
Daily Pivots for day following 05-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.42 80.88 78.03
R3 79.82 79.28 77.59
R2 78.22 78.22 77.44
R1 77.68 77.68 77.30 77.95
PP 76.62 76.62 76.62 76.75
S1 76.08 76.08 77.00 76.35
S2 75.02 75.02 76.86
S3 73.42 74.48 76.71
S4 71.82 72.88 76.27
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 88.65 86.79 76.97
R3 83.16 81.30 75.46
R2 77.67 77.67 74.96
R1 75.81 75.81 74.45 76.74
PP 72.18 72.18 72.18 72.65
S1 70.32 70.32 73.45 71.25
S2 66.69 66.69 72.94
S3 61.20 64.83 72.44
S4 55.71 59.34 70.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.15 69.33 7.82 10.1% 2.37 3.1% 100% True False 11,395
10 77.15 68.55 8.60 11.1% 2.16 2.8% 100% True False 10,880
20 77.15 63.01 14.14 18.3% 1.88 2.4% 100% True False 8,733
40 77.15 63.01 14.14 18.3% 1.80 2.3% 100% True False 6,663
60 77.15 61.52 15.63 20.3% 1.64 2.1% 100% True False 5,400
80 77.15 56.18 20.97 27.2% 1.50 1.9% 100% True False 4,484
100 77.15 51.78 25.37 32.9% 1.46 1.9% 100% True False 3,991
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 83.95
2.618 81.34
1.618 79.74
1.000 78.75
0.618 78.14
HIGH 77.15
0.618 76.54
0.500 76.35
0.382 76.16
LOW 75.55
0.618 74.56
1.000 73.95
1.618 72.96
2.618 71.36
4.250 68.75
Fisher Pivots for day following 05-Aug-2009
Pivot 1 day 3 day
R1 76.88 76.66
PP 76.62 76.16
S1 76.35 75.67

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.