NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 83.37 82.69 -0.68 -0.8% 80.34
High 84.45 82.82 -1.63 -1.9% 84.08
Low 82.44 80.29 -2.15 -2.6% 80.34
Close 83.01 81.17 -1.84 -2.2% 83.30
Range 2.01 2.53 0.52 25.9% 3.74
ATR 1.87 1.93 0.06 3.3% 0.00
Volume 120,793 130,542 9,749 8.1% 491,035
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 89.02 87.62 82.56
R3 86.49 85.09 81.87
R2 83.96 83.96 81.63
R1 82.56 82.56 81.40 82.00
PP 81.43 81.43 81.43 81.14
S1 80.03 80.03 80.94 79.47
S2 78.90 78.90 80.71
S3 76.37 77.50 80.47
S4 73.84 74.97 79.78
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.79 92.29 85.36
R3 90.05 88.55 84.33
R2 86.31 86.31 83.99
R1 84.81 84.81 83.64 85.56
PP 82.57 82.57 82.57 82.95
S1 81.07 81.07 82.96 81.82
S2 78.83 78.83 82.61
S3 75.09 77.33 82.27
S4 71.35 73.59 81.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.45 80.29 4.16 5.1% 1.96 2.4% 21% False True 119,712
10 84.45 78.78 5.67 7.0% 1.62 2.0% 42% False False 88,629
20 84.45 72.45 12.00 14.8% 1.77 2.2% 73% False False 78,849
40 84.45 72.45 12.00 14.8% 2.06 2.5% 73% False False 63,488
60 84.45 72.45 12.00 14.8% 2.14 2.6% 73% False False 47,656
80 84.45 67.46 16.99 20.9% 2.07 2.6% 81% False False 37,894
100 84.45 67.46 16.99 20.9% 2.03 2.5% 81% False False 31,442
120 84.45 67.46 16.99 20.9% 1.96 2.4% 81% False False 26,851
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 0.41
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 93.57
2.618 89.44
1.618 86.91
1.000 85.35
0.618 84.38
HIGH 82.82
0.618 81.85
0.500 81.56
0.382 81.26
LOW 80.29
0.618 78.73
1.000 77.76
1.618 76.20
2.618 73.67
4.250 69.54
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 81.56 82.37
PP 81.43 81.97
S1 81.30 81.57

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.