NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 75.00 76.53 1.53 2.0% 78.27
High 76.58 76.53 -0.05 -0.1% 78.57
Low 74.40 76.53 2.13 2.9% 75.25
Close 76.53 78.57 2.04 2.7% 75.31
Range 2.18 0.00 -2.18 -100.0% 3.32
ATR 1.42 1.32 -0.10 -7.1% 0.00
Volume 2,082 2,289 207 9.9% 9,509
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 77.21 77.89 78.57
R3 77.21 77.89 78.57
R2 77.21 77.21 78.57
R1 77.89 77.89 78.57 77.55
PP 77.21 77.21 77.21 77.04
S1 77.89 77.89 78.57 77.55
S2 77.21 77.21 78.57
S3 77.21 77.89 78.57
S4 77.21 77.89 78.57
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.34 84.14 77.14
R3 83.02 80.82 76.22
R2 79.70 79.70 75.92
R1 77.50 77.50 75.61 76.94
PP 76.38 76.38 76.38 76.10
S1 74.18 74.18 75.01 73.62
S2 73.06 73.06 74.70
S3 69.74 70.86 74.40
S4 66.42 67.54 73.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.42 73.54 4.88 6.2% 1.27 1.6% 103% False False 2,235
10 79.44 73.54 5.90 7.5% 0.86 1.1% 85% False False 2,101
20 79.61 71.82 7.79 9.9% 0.81 1.0% 87% False False 2,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.10
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 76.53
2.618 76.53
1.618 76.53
1.000 76.53
0.618 76.53
HIGH 76.53
0.618 76.53
0.500 76.53
0.382 76.53
LOW 76.53
0.618 76.53
1.000 76.53
1.618 76.53
2.618 76.53
4.250 76.53
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 77.89 77.40
PP 77.21 76.23
S1 76.53 75.06

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.