NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 80.14 80.87 0.73 0.9% 80.40
High 81.67 81.17 -0.50 -0.6% 82.30
Low 79.76 80.00 0.24 0.3% 77.47
Close 81.07 80.28 -0.79 -1.0% 77.64
Range 1.91 1.17 -0.74 -38.7% 4.83
ATR 2.47 2.38 -0.09 -3.8% 0.00
Volume 82,117 94,759 12,642 15.4% 425,817
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 83.99 83.31 80.92
R3 82.82 82.14 80.60
R2 81.65 81.65 80.49
R1 80.97 80.97 80.39 80.73
PP 80.48 80.48 80.48 80.36
S1 79.80 79.80 80.17 79.56
S2 79.31 79.31 80.07
S3 78.14 78.63 79.96
S4 76.97 77.46 79.64
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.63 90.46 80.30
R3 88.80 85.63 78.97
R2 83.97 83.97 78.53
R1 80.80 80.80 78.08 79.97
PP 79.14 79.14 79.14 78.72
S1 75.97 75.97 77.20 75.14
S2 74.31 74.31 76.75
S3 69.48 71.14 76.31
S4 64.65 66.31 74.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.67 77.22 4.45 5.5% 2.32 2.9% 69% False False 93,281
10 82.43 77.22 5.21 6.5% 2.54 3.2% 59% False False 86,371
20 82.58 71.72 10.86 13.5% 2.29 2.9% 79% False False 73,719
40 82.58 66.10 16.48 20.5% 2.36 2.9% 86% False False 52,666
60 82.58 66.10 16.48 20.5% 2.32 2.9% 86% False False 39,192
80 82.58 65.94 16.64 20.7% 2.22 2.8% 86% False False 31,660
100 82.58 63.01 19.57 24.4% 2.12 2.6% 88% False False 26,398
120 82.58 63.01 19.57 24.4% 1.99 2.5% 88% False False 22,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.58
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 86.14
2.618 84.23
1.618 83.06
1.000 82.34
0.618 81.89
HIGH 81.17
0.618 80.72
0.500 80.59
0.382 80.45
LOW 80.00
0.618 79.28
1.000 78.83
1.618 78.11
2.618 76.94
4.250 75.03
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 80.59 80.00
PP 80.48 79.72
S1 80.38 79.45

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.