NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 08-Sep-2009
Day Change Summary
Previous Current
04-Sep-2009 08-Sep-2009 Change Change % Previous Week
Open 69.97 69.49 -0.48 -0.7% 74.50
High 70.20 73.23 3.03 4.3% 75.15
Low 68.77 69.42 0.65 0.9% 68.77
Close 69.63 72.45 2.82 4.0% 69.63
Range 1.43 3.81 2.38 166.4% 6.38
ATR 2.13 2.25 0.12 5.6% 0.00
Volume 12,584 13,113 529 4.2% 53,371
Daily Pivots for day following 08-Sep-2009
Classic Woodie Camarilla DeMark
R4 83.13 81.60 74.55
R3 79.32 77.79 73.50
R2 75.51 75.51 73.15
R1 73.98 73.98 72.80 74.75
PP 71.70 71.70 71.70 72.08
S1 70.17 70.17 72.10 70.94
S2 67.89 67.89 71.75
S3 64.08 66.36 71.40
S4 60.27 62.55 70.35
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.32 86.36 73.14
R3 83.94 79.98 71.38
R2 77.56 77.56 70.80
R1 73.60 73.60 70.21 72.39
PP 71.18 71.18 71.18 70.58
S1 67.22 67.22 69.05 66.01
S2 64.80 64.80 68.46
S3 58.42 60.84 67.88
S4 52.04 54.46 66.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.23 68.77 4.46 6.2% 2.30 3.2% 83% True False 10,865
10 76.59 68.77 7.82 10.8% 2.47 3.4% 47% False False 10,772
20 76.69 68.77 7.92 10.9% 2.27 3.1% 46% False False 10,934
40 77.45 63.75 13.70 18.9% 2.09 2.9% 64% False False 9,989
60 77.45 63.01 14.44 19.9% 1.98 2.7% 65% False False 8,333
80 77.45 61.52 15.93 22.0% 1.80 2.5% 69% False False 7,034
100 77.45 56.18 21.27 29.4% 1.68 2.3% 76% False False 5,991
120 77.45 56.18 21.27 29.4% 1.58 2.2% 76% False False 5,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.42
2.618 83.20
1.618 79.39
1.000 77.04
0.618 75.58
HIGH 73.23
0.618 71.77
0.500 71.33
0.382 70.88
LOW 69.42
0.618 67.07
1.000 65.61
1.618 63.26
2.618 59.45
4.250 53.23
Fisher Pivots for day following 08-Sep-2009
Pivot 1 day 3 day
R1 72.08 71.97
PP 71.70 71.48
S1 71.33 71.00

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.