NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 02-Sep-2009
Day Change Summary
Previous Current
01-Sep-2009 02-Sep-2009 Change Change % Previous Week
Open 73.53 71.88 -1.65 -2.2% 77.57
High 74.30 71.88 -2.42 -3.3% 77.78
Low 71.34 70.60 -0.74 -1.0% 73.61
Close 71.39 71.12 -0.27 -0.4% 75.95
Range 2.96 1.28 -1.68 -56.8% 4.17
ATR 1.99 1.94 -0.05 -2.5% 0.00
Volume 3,253 4,761 1,508 46.4% 24,080
Daily Pivots for day following 02-Sep-2009
Classic Woodie Camarilla DeMark
R4 75.04 74.36 71.82
R3 73.76 73.08 71.47
R2 72.48 72.48 71.35
R1 71.80 71.80 71.24 71.50
PP 71.20 71.20 71.20 71.05
S1 70.52 70.52 71.00 70.22
S2 69.92 69.92 70.89
S3 68.64 69.24 70.77
S4 67.36 67.96 70.42
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.29 86.29 78.24
R3 84.12 82.12 77.10
R2 79.95 79.95 76.71
R1 77.95 77.95 76.33 76.87
PP 75.78 75.78 75.78 75.24
S1 73.78 73.78 75.57 72.70
S2 71.61 71.61 75.19
S3 67.44 69.61 74.80
S4 63.27 65.44 73.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.86 70.60 6.26 8.8% 2.33 3.3% 8% False True 5,127
10 77.78 70.60 7.18 10.1% 1.83 2.6% 7% False True 4,753
20 78.75 70.60 8.15 11.5% 1.77 2.5% 6% False True 3,906
40 78.75 64.26 14.49 20.4% 1.56 2.2% 47% False False 3,974
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.32
2.618 75.23
1.618 73.95
1.000 73.16
0.618 72.67
HIGH 71.88
0.618 71.39
0.500 71.24
0.382 71.09
LOW 70.60
0.618 69.81
1.000 69.32
1.618 68.53
2.618 67.25
4.250 65.16
Fisher Pivots for day following 02-Sep-2009
Pivot 1 day 3 day
R1 71.24 73.73
PP 71.20 72.86
S1 71.16 71.99

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.