NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 24-Nov-2009
Day Change Summary
Previous Current
23-Nov-2009 24-Nov-2009 Change Change % Previous Week
Open 79.63 79.33 -0.30 -0.4% 78.70
High 81.53 79.55 -1.98 -2.4% 82.30
Low 78.98 77.63 -1.35 -1.7% 78.38
Close 79.33 78.18 -1.15 -1.4% 79.11
Range 2.55 1.92 -0.63 -24.7% 3.92
ATR 2.23 2.21 -0.02 -1.0% 0.00
Volume 20,095 39,992 19,897 99.0% 108,206
Daily Pivots for day following 24-Nov-2009
Classic Woodie Camarilla DeMark
R4 84.21 83.12 79.24
R3 82.29 81.20 78.71
R2 80.37 80.37 78.53
R1 79.28 79.28 78.36 78.87
PP 78.45 78.45 78.45 78.25
S1 77.36 77.36 78.00 76.95
S2 76.53 76.53 77.83
S3 74.61 75.44 77.65
S4 72.69 73.52 77.12
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 91.69 89.32 81.27
R3 87.77 85.40 80.19
R2 83.85 83.85 79.83
R1 81.48 81.48 79.47 82.67
PP 79.93 79.93 79.93 80.52
S1 77.56 77.56 78.75 78.75
S2 76.01 76.01 78.39
S3 72.09 73.64 78.03
S4 68.17 69.72 76.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.30 77.63 4.67 6.0% 2.13 2.7% 12% False True 26,364
10 82.30 77.63 4.67 6.0% 2.12 2.7% 12% False True 22,536
20 82.81 77.63 5.18 6.6% 2.29 2.9% 11% False True 20,098
40 83.60 68.28 15.32 19.6% 2.18 2.8% 65% False False 15,780
60 83.60 67.46 16.14 20.6% 2.05 2.6% 66% False False 12,674
80 83.60 67.46 16.14 20.6% 1.96 2.5% 66% False False 10,516
100 83.60 64.26 19.34 24.7% 1.83 2.3% 72% False False 9,175
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.71
2.618 84.58
1.618 82.66
1.000 81.47
0.618 80.74
HIGH 79.55
0.618 78.82
0.500 78.59
0.382 78.36
LOW 77.63
0.618 76.44
1.000 75.71
1.618 74.52
2.618 72.60
4.250 69.47
Fisher Pivots for day following 24-Nov-2009
Pivot 1 day 3 day
R1 78.59 79.58
PP 78.45 79.11
S1 78.32 78.65

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.