NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 75.80 74.00 -1.80 -2.4% 76.05
High 76.10 74.39 -1.71 -2.2% 79.04
Low 73.70 72.51 -1.19 -1.6% 74.85
Close 73.93 72.62 -1.31 -1.8% 75.47
Range 2.40 1.88 -0.52 -21.7% 4.19
ATR 2.56 2.51 -0.05 -1.9% 0.00
Volume 411,579 359,248 -52,331 -12.7% 1,663,053
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.81 77.60 73.65
R3 76.93 75.72 73.14
R2 75.05 75.05 72.96
R1 73.84 73.84 72.79 73.51
PP 73.17 73.17 73.17 73.01
S1 71.96 71.96 72.45 71.63
S2 71.29 71.29 72.28
S3 69.41 70.08 72.10
S4 67.53 68.20 71.59
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 89.02 86.44 77.77
R3 84.83 82.25 76.62
R2 80.64 80.64 76.24
R1 78.06 78.06 75.85 77.26
PP 76.45 76.45 76.45 76.05
S1 73.87 73.87 75.09 73.07
S2 72.26 72.26 74.70
S3 68.07 69.68 74.32
S4 63.88 65.49 73.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.59 72.51 6.08 8.4% 2.33 3.2% 2% False True 354,799
10 79.04 72.39 6.65 9.2% 2.69 3.7% 3% False False 356,719
20 81.12 72.39 8.73 12.0% 2.49 3.4% 3% False False 266,154
40 82.58 72.39 10.19 14.0% 2.46 3.4% 2% False False 171,638
60 82.58 66.10 16.48 22.7% 2.42 3.3% 40% False False 126,047
80 82.58 66.10 16.48 22.7% 2.38 3.3% 40% False False 97,882
100 82.58 66.10 16.48 22.7% 2.30 3.2% 40% False False 80,200
120 82.58 63.01 19.57 26.9% 2.21 3.0% 49% False False 67,756
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 0.59
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 82.38
2.618 79.31
1.618 77.43
1.000 76.27
0.618 75.55
HIGH 74.39
0.618 73.67
0.500 73.45
0.382 73.23
LOW 72.51
0.618 71.35
1.000 70.63
1.618 69.47
2.618 67.59
4.250 64.52
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 73.45 75.21
PP 73.17 74.34
S1 72.90 73.48

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.