NYMEX Light Sweet Crude Oil Future February 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 70.87 72.81 1.94 2.7% 73.76
High 73.50 74.12 0.62 0.8% 73.80
Low 70.78 72.81 2.03 2.9% 69.41
Close 72.91 73.02 0.11 0.2% 70.14
Range 2.72 1.31 -1.41 -51.8% 4.39
ATR 1.96 1.92 -0.05 -2.4% 0.00
Volume 4,889 6,774 1,885 38.6% 28,822
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 77.25 76.44 73.74
R3 75.94 75.13 73.38
R2 74.63 74.63 73.26
R1 73.82 73.82 73.14 74.23
PP 73.32 73.32 73.32 73.52
S1 72.51 72.51 72.90 72.92
S2 72.01 72.01 72.78
S3 70.70 71.20 72.66
S4 69.39 69.89 72.30
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 84.29 81.60 72.55
R3 79.90 77.21 71.35
R2 75.51 75.51 70.94
R1 72.82 72.82 70.54 71.97
PP 71.12 71.12 71.12 70.69
S1 68.43 68.43 69.74 67.58
S2 66.73 66.73 69.34
S3 62.34 64.04 68.93
S4 57.95 59.65 67.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.12 69.41 4.71 6.5% 1.63 2.2% 77% True False 5,799
10 75.79 69.41 6.38 8.7% 1.82 2.5% 57% False False 5,889
20 77.22 69.41 7.81 10.7% 1.77 2.4% 46% False False 5,392
40 78.00 65.71 12.29 16.8% 1.59 2.2% 59% False False 5,248
60 78.00 63.61 14.39 19.7% 1.37 1.9% 65% False False 4,468
80 78.00 63.29 14.71 20.1% 1.28 1.7% 66% False False 3,868
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.69
2.618 77.55
1.618 76.24
1.000 75.43
0.618 74.93
HIGH 74.12
0.618 73.62
0.500 73.47
0.382 73.31
LOW 72.81
0.618 72.00
1.000 71.50
1.618 70.69
2.618 69.38
4.250 67.24
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 73.47 72.60
PP 73.32 72.18
S1 73.17 71.77

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.