NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 79.86 79.91 0.05 0.1% 77.50
High 80.70 80.34 -0.36 -0.4% 81.67
Low 79.18 77.23 -1.95 -2.5% 77.22
Close 79.92 77.65 -2.27 -2.8% 78.09
Range 1.52 3.11 1.59 104.6% 4.45
ATR 2.43 2.48 0.05 2.0% 0.00
Volume 137,206 111,058 -26,148 -19.1% 423,419
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.74 85.80 79.36
R3 84.63 82.69 78.51
R2 81.52 81.52 78.22
R1 79.58 79.58 77.94 79.00
PP 78.41 78.41 78.41 78.11
S1 76.47 76.47 77.36 75.89
S2 75.30 75.30 77.08
S3 72.19 73.36 76.79
S4 69.08 70.25 75.94
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.34 89.67 80.54
R3 87.89 85.22 79.31
R2 83.44 83.44 78.91
R1 80.77 80.77 78.50 82.11
PP 78.99 78.99 78.99 79.66
S1 76.32 76.32 77.68 77.66
S2 74.54 74.54 77.27
S3 70.09 71.87 76.87
S4 65.64 67.42 75.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.12 77.23 3.89 5.0% 2.64 3.4% 11% False True 108,865
10 81.67 77.22 4.45 5.7% 2.48 3.2% 10% False False 101,073
20 82.58 77.22 5.36 6.9% 2.49 3.2% 8% False False 86,199
40 82.58 66.10 16.48 21.2% 2.42 3.1% 70% False False 63,803
60 82.58 66.10 16.48 21.2% 2.31 3.0% 70% False False 47,522
80 82.58 66.10 16.48 21.2% 2.28 2.9% 70% False False 38,044
100 82.58 63.01 19.57 25.2% 2.17 2.8% 75% False False 31,644
120 82.58 63.01 19.57 25.2% 2.05 2.6% 75% False False 27,005
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.56
2.618 88.48
1.618 85.37
1.000 83.45
0.618 82.26
HIGH 80.34
0.618 79.15
0.500 78.79
0.382 78.42
LOW 77.23
0.618 75.31
1.000 74.12
1.618 72.20
2.618 69.09
4.250 64.01
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 78.79 79.18
PP 78.41 78.67
S1 78.03 78.16

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.