NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 27-Jul-2009
Day Change Summary
Previous Current
24-Jul-2009 27-Jul-2009 Change Change % Previous Week
Open 74.35 75.95 1.60 2.2% 72.18
High 75.95 75.95 0.00 0.0% 75.95
Low 74.35 75.95 1.60 2.2% 71.91
Close 75.95 75.59 -0.36 -0.5% 75.95
Range 1.60 0.00 -1.60 -100.0% 4.04
ATR 1.38 1.28 -0.10 -7.1% 0.00
Volume 4,787 1,753 -3,034 -63.4% 15,265
Daily Pivots for day following 27-Jul-2009
Classic Woodie Camarilla DeMark
R4 75.83 75.71 75.59
R3 75.83 75.71 75.59
R2 75.83 75.83 75.59
R1 75.71 75.71 75.59 75.77
PP 75.83 75.83 75.83 75.86
S1 75.71 75.71 75.59 75.77
S2 75.83 75.83 75.59
S3 75.83 75.71 75.59
S4 75.83 75.71 75.59
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 86.72 85.38 78.17
R3 82.68 81.34 77.06
R2 78.64 78.64 76.69
R1 77.30 77.30 76.32 77.97
PP 74.60 74.60 74.60 74.94
S1 73.26 73.26 75.58 73.93
S2 70.56 70.56 75.21
S3 66.52 69.22 74.84
S4 62.48 65.18 73.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.95 71.97 3.98 5.3% 0.99 1.3% 91% True False 3,183
10 75.95 66.44 9.51 12.6% 0.71 0.9% 96% True False 2,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.02
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.95
2.618 75.95
1.618 75.95
1.000 75.95
0.618 75.95
HIGH 75.95
0.618 75.95
0.500 75.95
0.382 75.95
LOW 75.95
0.618 75.95
1.000 75.95
1.618 75.95
2.618 75.95
4.250 75.95
Fisher Pivots for day following 27-Jul-2009
Pivot 1 day 3 day
R1 75.95 75.34
PP 75.83 75.09
S1 75.71 74.84

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.