NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 80.10 78.68 -1.42 -1.8% 84.04
High 80.21 79.94 -0.27 -0.3% 84.96
Low 78.70 77.57 -1.13 -1.4% 78.70
Close 78.97 79.81 0.84 1.1% 78.97
Range 1.51 2.37 0.86 57.0% 6.26
ATR 1.83 1.87 0.04 2.1% 0.00
Volume 61,465 49,443 -12,022 -19.6% 242,697
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 86.22 85.38 81.11
R3 83.85 83.01 80.46
R2 81.48 81.48 80.24
R1 80.64 80.64 80.03 81.06
PP 79.11 79.11 79.11 79.32
S1 78.27 78.27 79.59 78.69
S2 76.74 76.74 79.38
S3 74.37 75.90 79.16
S4 72.00 73.53 78.51
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.66 95.57 82.41
R3 93.40 89.31 80.69
R2 87.14 87.14 80.12
R1 83.05 83.05 79.54 81.97
PP 80.88 80.88 80.88 80.33
S1 76.79 76.79 78.40 75.71
S2 74.62 74.62 77.82
S3 68.36 70.53 77.25
S4 62.10 64.27 75.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.32 77.57 5.75 7.2% 1.99 2.5% 39% False True 50,206
10 84.96 77.57 7.39 9.3% 1.80 2.3% 30% False True 46,326
20 84.96 74.28 10.68 13.4% 1.73 2.2% 52% False False 32,123
40 84.96 73.72 11.24 14.1% 1.91 2.4% 54% False False 25,101
60 84.96 73.72 11.24 14.1% 1.95 2.4% 54% False False 18,876
80 84.96 68.38 16.58 20.8% 1.89 2.4% 69% False False 15,497
100 84.96 68.38 16.58 20.8% 1.73 2.2% 69% False False 12,904
120 84.96 68.38 16.58 20.8% 1.63 2.0% 69% False False 11,092
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 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 90.01
2.618 86.14
1.618 83.77
1.000 82.31
0.618 81.40
HIGH 79.94
0.618 79.03
0.500 78.76
0.382 78.48
LOW 77.57
0.618 76.11
1.000 75.20
1.618 73.74
2.618 71.37
4.250 67.50
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 79.46 79.69
PP 79.11 79.57
S1 78.76 79.45

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.