NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 06-Aug-2009
Day Change Summary
Previous Current
05-Aug-2009 06-Aug-2009 Change Change % Previous Week
Open 78.26 78.55 0.29 0.4% 74.90
High 78.55 78.75 0.20 0.3% 75.05
Low 76.76 77.80 1.04 1.4% 70.26
Close 78.55 78.34 -0.21 -0.3% 75.44
Range 1.79 0.95 -0.84 -46.9% 4.79
ATR 1.86 1.80 -0.07 -3.5% 0.00
Volume 4,630 3,825 -805 -17.4% 19,564
Daily Pivots for day following 06-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.15 80.69 78.86
R3 80.20 79.74 78.60
R2 79.25 79.25 78.51
R1 78.79 78.79 78.43 78.55
PP 78.30 78.30 78.30 78.17
S1 77.84 77.84 78.25 77.60
S2 77.35 77.35 78.17
S3 76.40 76.89 78.08
S4 75.45 75.94 77.82
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 87.95 86.49 78.07
R3 83.16 81.70 76.76
R2 78.37 78.37 76.32
R1 76.91 76.91 75.88 77.64
PP 73.58 73.58 73.58 73.95
S1 72.12 72.12 75.00 72.85
S2 68.79 68.79 74.56
S3 64.00 67.33 74.12
S4 59.21 62.54 72.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.75 72.19 6.56 8.4% 1.46 1.9% 94% True False 4,487
10 78.75 70.26 8.49 10.8% 1.46 1.9% 95% True False 4,697
20 78.75 64.26 14.49 18.5% 1.33 1.7% 97% True False 4,021
Crabel Price Patterns
NR True
NR4 False
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 0.20
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.79
2.618 81.24
1.618 80.29
1.000 79.70
0.618 79.34
HIGH 78.75
0.618 78.39
0.500 78.28
0.382 78.16
LOW 77.80
0.618 77.21
1.000 76.85
1.618 76.26
2.618 75.31
4.250 73.76
Fisher Pivots for day following 06-Aug-2009
Pivot 1 day 3 day
R1 78.32 78.15
PP 78.30 77.95
S1 78.28 77.76

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.