NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 80.92 81.25 0.33 0.4% 78.59
High 81.95 81.53 -0.42 -0.5% 82.81
Low 80.50 78.70 -1.80 -2.2% 78.47
Close 81.25 79.13 -2.12 -2.6% 79.39
Range 1.45 2.83 1.38 95.2% 4.34
ATR 2.23 2.27 0.04 1.9% 0.00
Volume 16,538 13,526 -3,012 -18.2% 101,314
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.28 86.53 80.69
R3 85.45 83.70 79.91
R2 82.62 82.62 79.65
R1 80.87 80.87 79.39 80.33
PP 79.79 79.79 79.79 79.52
S1 78.04 78.04 78.87 77.50
S2 76.96 76.96 78.61
S3 74.13 75.21 78.35
S4 71.30 72.38 77.57
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 82.29 78.70 3.59 4.5% 2.49 3.1% 12% False True 15,755
10 82.81 78.47 4.34 5.5% 2.32 2.9% 15% False False 17,647
20 83.60 78.47 5.13 6.5% 2.30 2.9% 13% False False 15,992
40 83.60 67.46 16.14 20.4% 2.09 2.6% 72% False False 12,300
60 83.60 67.46 16.14 20.4% 2.01 2.5% 72% False False 10,077
80 83.60 67.46 16.14 20.4% 1.91 2.4% 72% False False 8,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.56
2.618 88.94
1.618 86.11
1.000 84.36
0.618 83.28
HIGH 81.53
0.618 80.45
0.500 80.12
0.382 79.78
LOW 78.70
0.618 76.95
1.000 75.87
1.618 74.12
2.618 71.29
4.250 66.67
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 80.12 80.50
PP 79.79 80.04
S1 79.46 79.59

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.