NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 79.95 81.31 1.36 1.7% 78.59
High 82.05 82.29 0.24 0.3% 82.81
Low 79.85 79.78 -0.07 -0.1% 78.47
Close 81.36 80.89 -0.47 -0.6% 79.39
Range 2.20 2.51 0.31 14.1% 4.34
ATR 2.27 2.29 0.02 0.7% 0.00
Volume 18,967 12,967 -6,000 -31.6% 101,314
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.52 87.21 82.27
R3 86.01 84.70 81.58
R2 83.50 83.50 81.35
R1 82.19 82.19 81.12 81.59
PP 80.99 80.99 80.99 80.69
S1 79.68 79.68 80.66 79.08
S2 78.48 78.48 80.43
S3 75.97 77.17 80.20
S4 73.46 74.66 79.51
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 93.24 90.66 81.78
R3 88.90 86.32 80.58
R2 84.56 84.56 80.19
R1 81.98 81.98 79.79 83.27
PP 80.22 80.22 80.22 80.87
S1 77.64 77.64 78.99 78.93
S2 75.88 75.88 78.59
S3 71.54 73.30 78.20
S4 67.20 68.96 77.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.81 78.81 4.00 4.9% 2.21 2.7% 52% False False 18,869
10 82.81 78.47 4.34 5.4% 2.47 3.1% 56% False False 17,659
20 83.60 76.51 7.09 8.8% 2.27 2.8% 62% False False 15,577
40 83.60 67.46 16.14 20.0% 2.06 2.6% 83% False False 11,831
60 83.60 67.46 16.14 20.0% 2.03 2.5% 83% False False 9,668
80 83.60 67.46 16.14 20.0% 1.89 2.3% 83% False False 8,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.96
2.618 88.86
1.618 86.35
1.000 84.80
0.618 83.84
HIGH 82.29
0.618 81.33
0.500 81.04
0.382 80.74
LOW 79.78
0.618 78.23
1.000 77.27
1.618 75.72
2.618 73.21
4.250 69.11
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 81.04 80.78
PP 80.99 80.66
S1 80.94 80.55

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.