NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 10-Dec-2009
Day Change Summary
Previous Current
09-Dec-2009 10-Dec-2009 Change Change % Previous Week
Open 74.90 75.30 0.40 0.5% 79.84
High 78.05 75.40 -2.65 -3.4% 82.28
Low 74.68 73.93 -0.75 -1.0% 78.64
Close 74.90 74.64 -0.26 -0.3% 79.84
Range 3.37 1.47 -1.90 -56.4% 3.64
ATR 2.25 2.19 -0.06 -2.5% 0.00
Volume 26,810 30,112 3,302 12.3% 84,497
Daily Pivots for day following 10-Dec-2009
Classic Woodie Camarilla DeMark
R4 79.07 78.32 75.45
R3 77.60 76.85 75.04
R2 76.13 76.13 74.91
R1 75.38 75.38 74.77 75.02
PP 74.66 74.66 74.66 74.48
S1 73.91 73.91 74.51 73.55
S2 73.19 73.19 74.37
S3 71.72 72.44 74.24
S4 70.25 70.97 73.83
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 91.17 89.15 81.84
R3 87.53 85.51 80.84
R2 83.89 83.89 80.51
R1 81.87 81.87 80.17 81.66
PP 80.25 80.25 80.25 80.15
S1 78.23 78.23 79.51 78.02
S2 76.61 76.61 79.17
S3 72.97 74.59 78.84
S4 69.33 70.95 77.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.96 73.93 8.03 10.8% 2.28 3.1% 9% False True 23,525
10 82.28 73.93 8.35 11.2% 2.37 3.2% 9% False True 19,836
20 82.99 73.93 9.06 12.1% 2.19 2.9% 8% False True 14,024
40 84.09 73.93 10.16 13.6% 2.13 2.9% 7% False True 10,209
60 84.09 68.38 15.71 21.0% 1.90 2.5% 40% False False 8,297
80 84.09 68.38 15.71 21.0% 1.70 2.3% 40% False False 6,843
100 84.09 68.38 15.71 21.0% 1.57 2.1% 40% False False 5,969
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.56
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 81.65
2.618 79.25
1.618 77.78
1.000 76.87
0.618 76.31
HIGH 75.40
0.618 74.84
0.500 74.67
0.382 74.49
LOW 73.93
0.618 73.02
1.000 72.46
1.618 71.55
2.618 70.08
4.250 67.68
Fisher Pivots for day following 10-Dec-2009
Pivot 1 day 3 day
R1 74.67 76.61
PP 74.66 75.95
S1 74.65 75.30

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.