NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 72.20 74.54 2.34 3.2% 75.75
High 74.41 76.55 2.14 2.9% 76.28
Low 71.15 72.70 1.55 2.2% 72.61
Close 73.96 76.26 2.30 3.1% 72.80
Range 3.26 3.85 0.59 18.1% 3.67
ATR 2.11 2.23 0.12 5.9% 0.00
Volume 6,336 8,999 2,663 42.0% 43,234
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.72 85.34 78.38
R3 82.87 81.49 77.32
R2 79.02 79.02 76.97
R1 77.64 77.64 76.61 78.33
PP 75.17 75.17 75.17 75.52
S1 73.79 73.79 75.91 74.48
S2 71.32 71.32 75.55
S3 67.47 69.94 75.20
S4 63.62 66.09 74.14
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.91 82.52 74.82
R3 81.24 78.85 73.81
R2 77.57 77.57 73.47
R1 75.18 75.18 73.14 74.54
PP 73.90 73.90 73.90 73.58
S1 71.51 71.51 72.46 70.87
S2 70.23 70.23 72.13
S3 66.56 67.84 71.79
S4 62.89 64.17 70.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.55 70.75 5.80 7.6% 2.75 3.6% 95% True False 8,900
10 77.45 70.75 6.70 8.8% 2.17 2.8% 82% False False 8,340
20 77.45 68.55 8.90 11.7% 2.16 2.8% 87% False False 9,610
40 77.45 63.01 14.44 18.9% 1.94 2.5% 92% False False 7,826
60 77.45 63.01 14.44 18.9% 1.78 2.3% 92% False False 6,488
80 77.45 56.57 20.88 27.4% 1.67 2.2% 94% False False 5,326
100 77.45 56.18 21.27 27.9% 1.54 2.0% 94% False False 4,634
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 120 trading days
Fibonacci Retracements and Extensions
4.250 92.91
2.618 86.63
1.618 82.78
1.000 80.40
0.618 78.93
HIGH 76.55
0.618 75.08
0.500 74.63
0.382 74.17
LOW 72.70
0.618 70.32
1.000 68.85
1.618 66.47
2.618 62.62
4.250 56.34
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 75.72 75.39
PP 75.17 74.52
S1 74.63 73.65

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.