NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 14-Aug-2009
Day Change Summary
Previous Current
13-Aug-2009 14-Aug-2009 Change Change % Previous Week
Open 76.73 77.16 0.43 0.6% 76.63
High 77.83 77.16 -0.67 -0.9% 77.83
Low 76.04 74.24 -1.80 -2.4% 74.24
Close 76.74 74.17 -2.57 -3.3% 74.17
Range 1.79 2.92 1.13 63.1% 3.59
ATR 1.65 1.74 0.09 5.5% 0.00
Volume 3,622 4,359 737 20.3% 13,834
Daily Pivots for day following 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 83.95 81.98 75.78
R3 81.03 79.06 74.97
R2 78.11 78.11 74.71
R1 76.14 76.14 74.44 75.67
PP 75.19 75.19 75.19 74.95
S1 73.22 73.22 73.90 72.75
S2 72.27 72.27 73.63
S3 69.35 70.30 73.37
S4 66.43 67.38 72.56
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.18 83.77 76.14
R3 82.59 80.18 75.16
R2 79.00 79.00 74.83
R1 76.59 76.59 74.50 76.00
PP 75.41 75.41 75.41 75.12
S1 73.00 73.00 73.84 72.41
S2 71.82 71.82 73.51
S3 68.23 69.41 73.18
S4 64.64 65.82 72.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.83 74.24 3.59 4.8% 1.59 2.1% -2% False True 2,766
10 78.75 74.24 4.51 6.1% 1.35 1.8% -2% False True 3,655
20 78.75 70.26 8.49 11.4% 1.45 2.0% 46% False False 3,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 89.57
2.618 84.80
1.618 81.88
1.000 80.08
0.618 78.96
HIGH 77.16
0.618 76.04
0.500 75.70
0.382 75.36
LOW 74.24
0.618 72.44
1.000 71.32
1.618 69.52
2.618 66.60
4.250 61.83
Fisher Pivots for day following 14-Aug-2009
Pivot 1 day 3 day
R1 75.70 76.04
PP 75.19 75.41
S1 74.68 74.79

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.