NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 09-Dec-2009
Day Change Summary
Previous Current
08-Dec-2009 09-Dec-2009 Change Change % Previous Week
Open 77.60 76.37 -1.23 -1.6% 78.76
High 78.09 77.07 -1.02 -1.3% 81.52
Low 76.03 73.41 -2.62 -3.4% 77.67
Close 76.14 73.92 -2.22 -2.9% 78.72
Range 2.06 3.66 1.60 77.7% 3.85
ATR 2.35 2.45 0.09 4.0% 0.00
Volume 78,024 104,223 26,199 33.6% 220,569
Daily Pivots for day following 09-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.78 83.51 75.93
R3 82.12 79.85 74.93
R2 78.46 78.46 74.59
R1 76.19 76.19 74.26 75.50
PP 74.80 74.80 74.80 74.45
S1 72.53 72.53 73.58 71.84
S2 71.14 71.14 73.25
S3 67.48 68.87 72.91
S4 63.82 65.21 71.91
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 90.85 88.64 80.84
R3 87.00 84.79 79.78
R2 83.15 83.15 79.43
R1 80.94 80.94 79.07 80.12
PP 79.30 79.30 79.30 78.90
S1 77.09 77.09 78.37 76.27
S2 75.45 75.45 78.01
S3 71.60 73.24 77.66
S4 67.75 69.39 76.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.02 73.41 7.61 10.3% 2.48 3.4% 7% False True 67,766
10 81.52 73.41 8.11 11.0% 2.67 3.6% 6% False True 56,702
20 82.30 73.41 8.89 12.0% 2.39 3.2% 6% False True 39,619
40 83.60 73.41 10.19 13.8% 2.33 3.2% 5% False True 27,598
60 83.60 67.46 16.14 21.8% 2.17 2.9% 40% False False 21,094
80 83.60 67.46 16.14 21.8% 2.12 2.9% 40% False False 17,156
100 83.60 67.46 16.14 21.8% 1.99 2.7% 40% False False 14,516
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 0.53
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 92.63
2.618 86.65
1.618 82.99
1.000 80.73
0.618 79.33
HIGH 77.07
0.618 75.67
0.500 75.24
0.382 74.81
LOW 73.41
0.618 71.15
1.000 69.75
1.618 67.49
2.618 63.83
4.250 57.86
Fisher Pivots for day following 09-Dec-2009
Pivot 1 day 3 day
R1 75.24 76.39
PP 74.80 75.56
S1 74.36 74.74

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.