NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 77.47 76.74 -0.73 -0.9% 72.85
High 77.47 77.82 0.35 0.5% 78.00
Low 76.95 76.74 -0.21 -0.3% 72.80
Close 76.95 77.76 0.81 1.1% 77.76
Range 0.52 1.08 0.56 107.7% 5.20
ATR 1.43 1.41 -0.03 -1.7% 0.00
Volume 2,274 3,758 1,484 65.3% 11,433
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.68 80.30 78.35
R3 79.60 79.22 78.06
R2 78.52 78.52 77.96
R1 78.14 78.14 77.86 78.33
PP 77.44 77.44 77.44 77.54
S1 77.06 77.06 77.66 77.25
S2 76.36 76.36 77.56
S3 75.28 75.98 77.46
S4 74.20 74.90 77.17
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 91.79 89.97 80.62
R3 86.59 84.77 79.19
R2 81.39 81.39 78.71
R1 79.57 79.57 78.24 80.48
PP 76.19 76.19 76.19 76.64
S1 74.37 74.37 77.28 75.28
S2 70.99 70.99 76.81
S3 65.79 69.17 76.33
S4 60.59 63.97 74.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.00 72.80 5.20 6.7% 1.26 1.6% 95% False False 2,286
10 78.15 72.80 5.35 6.9% 1.24 1.6% 93% False False 2,207
20 79.10 71.26 7.84 10.1% 1.13 1.4% 83% False False 2,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.41
2.618 80.65
1.618 79.57
1.000 78.90
0.618 78.49
HIGH 77.82
0.618 77.41
0.500 77.28
0.382 77.15
LOW 76.74
0.618 76.07
1.000 75.66
1.618 74.99
2.618 73.91
4.250 72.15
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 77.60 77.34
PP 77.44 76.92
S1 77.28 76.50

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.