NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 14-Dec-2009
Day Change Summary
Previous Current
11-Dec-2009 14-Dec-2009 Change Change % Previous Week
Open 74.78 74.10 -0.68 -0.9% 80.14
High 75.25 75.08 -0.17 -0.2% 80.40
Low 73.83 73.72 -0.11 -0.1% 73.83
Close 74.63 74.56 -0.07 -0.1% 74.63
Range 1.42 1.36 -0.06 -4.2% 6.57
ATR 2.14 2.08 -0.06 -2.6% 0.00
Volume 22,659 23,574 915 4.0% 119,714
Daily Pivots for day following 14-Dec-2009
Classic Woodie Camarilla DeMark
R4 78.53 77.91 75.31
R3 77.17 76.55 74.93
R2 75.81 75.81 74.81
R1 75.19 75.19 74.68 75.50
PP 74.45 74.45 74.45 74.61
S1 73.83 73.83 74.44 74.14
S2 73.09 73.09 74.31
S3 71.73 72.47 74.19
S4 70.37 71.11 73.81
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 96.00 91.88 78.24
R3 89.43 85.31 76.44
R2 82.86 82.86 75.83
R1 78.74 78.74 75.23 77.52
PP 76.29 76.29 76.29 75.67
S1 72.17 72.17 74.03 70.95
S2 69.72 69.72 73.43
S3 63.15 65.60 72.82
S4 56.58 59.03 71.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.29 73.72 5.57 7.5% 1.95 2.6% 15% False True 25,236
10 82.28 73.72 8.56 11.5% 1.95 2.6% 10% False True 21,383
20 82.99 73.72 9.27 12.4% 2.11 2.8% 9% False True 15,629
40 84.09 73.72 10.37 13.9% 2.10 2.8% 8% False True 11,008
60 84.09 68.38 15.71 21.1% 1.94 2.6% 39% False False 8,999
80 84.09 68.38 15.71 21.1% 1.69 2.3% 39% False False 7,371
100 84.09 68.38 15.71 21.1% 1.57 2.1% 39% False False 6,356
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 80.86
2.618 78.64
1.618 77.28
1.000 76.44
0.618 75.92
HIGH 75.08
0.618 74.56
0.500 74.40
0.382 74.24
LOW 73.72
0.618 72.88
1.000 72.36
1.618 71.52
2.618 70.16
4.250 67.94
Fisher Pivots for day following 14-Dec-2009
Pivot 1 day 3 day
R1 74.51 74.56
PP 74.45 74.56
S1 74.40 74.56

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.