NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 12-Aug-2009
Day Change Summary
Previous Current
11-Aug-2009 12-Aug-2009 Change Change % Previous Week
Open 77.20 77.16 -0.04 -0.1% 77.65
High 77.20 77.82 0.62 0.8% 79.61
Low 76.86 77.16 0.30 0.4% 77.65
Close 77.17 77.49 0.32 0.4% 78.10
Range 0.34 0.66 0.32 94.1% 1.96
ATR 1.31 1.26 -0.05 -3.5% 0.00
Volume 952 1,305 353 37.1% 11,781
Daily Pivots for day following 12-Aug-2009
Classic Woodie Camarilla DeMark
R4 79.47 79.14 77.85
R3 78.81 78.48 77.67
R2 78.15 78.15 77.61
R1 77.82 77.82 77.55 77.99
PP 77.49 77.49 77.49 77.57
S1 77.16 77.16 77.43 77.33
S2 76.83 76.83 77.37
S3 76.17 76.50 77.31
S4 75.51 75.84 77.13
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.33 83.18 79.18
R3 82.37 81.22 78.64
R2 80.41 80.41 78.46
R1 79.26 79.26 78.28 79.84
PP 78.45 78.45 78.45 78.74
S1 77.30 77.30 77.92 77.88
S2 76.49 76.49 77.74
S3 74.53 75.34 77.56
S4 72.57 73.38 77.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.44 76.86 2.58 3.3% 0.44 0.6% 24% False False 1,966
10 79.61 74.69 4.92 6.3% 0.68 0.9% 57% False False 1,819
20 79.61 68.50 11.11 14.3% 0.65 0.8% 81% False False 2,055
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.63
2.618 79.55
1.618 78.89
1.000 78.48
0.618 78.23
HIGH 77.82
0.618 77.57
0.500 77.49
0.382 77.41
LOW 77.16
0.618 76.75
1.000 76.50
1.618 76.09
2.618 75.43
4.250 74.36
Fisher Pivots for day following 12-Aug-2009
Pivot 1 day 3 day
R1 77.49 77.72
PP 77.49 77.64
S1 77.49 77.57

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.