NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 77.56 73.43 -4.13 -5.3% 73.30
High 77.56 74.27 -3.29 -4.2% 78.54
Low 72.83 69.80 -3.03 -4.2% 69.80
Close 73.54 71.52 -2.02 -2.7% 71.52
Range 4.73 4.47 -0.26 -5.5% 8.74
ATR 2.20 2.37 0.16 7.3% 0.00
Volume 120,781 161,942 41,161 34.1% 502,137
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 85.27 82.87 73.98
R3 80.80 78.40 72.75
R2 76.33 76.33 72.34
R1 73.93 73.93 71.93 72.90
PP 71.86 71.86 71.86 71.35
S1 69.46 69.46 71.11 68.43
S2 67.39 67.39 70.70
S3 62.92 64.99 70.29
S4 58.45 60.52 69.06
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 99.51 94.25 76.33
R3 90.77 85.51 73.92
R2 82.03 82.03 73.12
R1 76.77 76.77 72.32 75.03
PP 73.29 73.29 73.29 72.42
S1 68.03 68.03 70.72 66.29
S2 64.55 64.55 69.92
S3 55.81 59.29 69.12
S4 47.07 50.55 66.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 69.80 8.74 12.2% 3.25 4.5% 20% False True 100,427
10 78.54 69.80 8.74 12.2% 2.52 3.5% 20% False True 91,291
20 84.96 69.80 15.16 21.2% 2.30 3.2% 11% False True 74,234
40 84.96 69.80 15.16 21.2% 1.99 2.8% 11% False True 49,037
60 84.96 69.80 15.16 21.2% 2.03 2.8% 11% False True 36,596
80 84.96 69.80 15.16 21.2% 2.03 2.8% 11% False True 29,079
100 84.96 68.38 16.58 23.2% 1.92 2.7% 19% False False 24,068
120 84.96 68.38 16.58 23.2% 1.77 2.5% 19% False False 20,464
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.27
2.618 85.97
1.618 81.50
1.000 78.74
0.618 77.03
HIGH 74.27
0.618 72.56
0.500 72.04
0.382 71.51
LOW 69.80
0.618 67.04
1.000 65.33
1.618 62.57
2.618 58.10
4.250 50.80
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 72.04 74.17
PP 71.86 73.29
S1 71.69 72.40

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.