NYMEX Light Sweet Crude Oil Future March 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 73.04 72.18 -0.86 -1.2% 72.84
High 73.94 72.39 -1.55 -2.1% 78.04
Low 69.50 70.77 1.27 1.8% 69.50
Close 71.19 71.89 0.70 1.0% 71.19
Range 4.44 1.62 -2.82 -63.5% 8.54
ATR 2.41 2.35 -0.06 -2.3% 0.00
Volume 523,892 596,142 72,250 13.8% 1,894,136
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 76.54 75.84 72.78
R3 74.92 74.22 72.34
R2 73.30 73.30 72.19
R1 72.60 72.60 72.04 72.14
PP 71.68 71.68 71.68 71.46
S1 70.98 70.98 71.74 70.52
S2 70.06 70.06 71.59
S3 68.44 69.36 71.44
S4 66.82 67.74 71.00
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 98.53 93.40 75.89
R3 89.99 84.86 73.54
R2 81.45 81.45 72.76
R1 76.32 76.32 71.97 74.62
PP 72.91 72.91 72.91 72.06
S1 67.78 67.78 70.41 66.08
S2 64.37 64.37 69.62
S3 55.83 59.24 68.84
S4 47.29 50.70 66.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.04 69.50 8.54 11.9% 3.07 4.3% 28% False False 431,001
10 78.04 69.50 8.54 11.9% 2.58 3.6% 28% False False 367,613
20 84.45 69.50 14.95 20.8% 2.33 3.2% 16% False False 301,363
40 84.45 69.50 14.95 20.8% 2.02 2.8% 16% False False 188,828
60 84.45 69.50 14.95 20.8% 2.15 3.0% 16% False False 139,092
80 84.45 69.50 14.95 20.8% 2.18 3.0% 16% False False 108,213
100 84.45 67.46 16.99 23.6% 2.11 2.9% 26% False False 88,188
120 84.45 67.46 16.99 23.6% 2.09 2.9% 26% False False 74,380
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.28
2.618 76.63
1.618 75.01
1.000 74.01
0.618 73.39
HIGH 72.39
0.618 71.77
0.500 71.58
0.382 71.39
LOW 70.77
0.618 69.77
1.000 69.15
1.618 68.15
2.618 66.53
4.250 63.89
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 71.79 73.34
PP 71.68 72.85
S1 71.58 72.37

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.