NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 74.28 75.19 0.91 1.2% 73.27
High 75.60 77.58 1.98 2.6% 76.33
Low 73.52 74.92 1.40 1.9% 72.45
Close 75.06 77.25 2.19 2.9% 75.23
Range 2.08 2.66 0.58 27.9% 3.88
ATR 2.17 2.20 0.04 1.6% 0.00
Volume 55,347 61,048 5,701 10.3% 392,652
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.56 83.57 78.71
R3 81.90 80.91 77.98
R2 79.24 79.24 77.74
R1 78.25 78.25 77.49 78.75
PP 76.58 76.58 76.58 76.83
S1 75.59 75.59 77.01 76.09
S2 73.92 73.92 76.76
S3 71.26 72.93 76.52
S4 68.60 70.27 75.79
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 86.31 84.65 77.36
R3 82.43 80.77 76.30
R2 78.55 78.55 75.94
R1 76.89 76.89 75.59 77.72
PP 74.67 74.67 74.67 75.09
S1 73.01 73.01 74.87 73.84
S2 70.79 70.79 74.52
S3 66.91 69.13 74.16
S4 63.03 65.25 73.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.58 73.52 4.06 5.3% 2.20 2.8% 92% True False 72,371
10 77.58 72.45 5.13 6.6% 1.91 2.5% 94% True False 78,525
20 81.52 72.45 9.07 11.7% 2.29 3.0% 53% False False 67,614
40 82.81 72.45 10.36 13.4% 2.29 3.0% 46% False False 43,856
60 83.60 68.28 15.32 19.8% 2.22 2.9% 59% False False 33,058
80 83.60 67.46 16.14 20.9% 2.11 2.7% 61% False False 26,409
100 83.60 67.46 16.14 20.9% 2.03 2.6% 61% False False 21,935
120 83.60 64.26 19.34 25.0% 1.91 2.5% 67% False False 18,914
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 0.56
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 88.89
2.618 84.54
1.618 81.88
1.000 80.24
0.618 79.22
HIGH 77.58
0.618 76.56
0.500 76.25
0.382 75.94
LOW 74.92
0.618 73.28
1.000 72.26
1.618 70.62
2.618 67.96
4.250 63.62
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 76.92 76.68
PP 76.58 76.12
S1 76.25 75.55

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.