NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 74.28 74.96 0.68 0.9% 74.21
High 74.39 75.36 0.97 1.3% 74.92
Low 74.24 74.68 0.44 0.6% 71.49
Close 74.24 74.28 0.04 0.1% 71.61
Range 0.15 0.68 0.53 353.3% 3.43
ATR 1.19 1.19 -0.01 -0.4% 0.00
Volume 2,031 2,153 122 6.0% 11,670
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.81 76.23 74.65
R3 76.13 75.55 74.47
R2 75.45 75.45 74.40
R1 74.87 74.87 74.34 74.82
PP 74.77 74.77 74.77 74.75
S1 74.19 74.19 74.22 74.14
S2 74.09 74.09 74.16
S3 73.41 73.51 74.09
S4 72.73 72.83 73.91
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 82.96 80.72 73.50
R3 79.53 77.29 72.55
R2 76.10 76.10 72.24
R1 73.86 73.86 71.92 73.27
PP 72.67 72.67 72.67 72.38
S1 70.43 70.43 71.30 69.84
S2 69.24 69.24 70.98
S3 65.81 67.00 70.67
S4 62.38 63.57 69.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.36 71.49 3.87 5.2% 0.45 0.6% 72% True False 2,379
10 76.91 71.49 5.42 7.3% 0.53 0.7% 51% False False 2,197
20 78.43 71.49 6.94 9.3% 0.63 0.9% 40% False False 2,124
40 79.61 67.39 12.22 16.5% 0.65 0.9% 56% False False 2,080
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 0.05
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.25
2.618 77.14
1.618 76.46
1.000 76.04
0.618 75.78
HIGH 75.36
0.618 75.10
0.500 75.02
0.382 74.94
LOW 74.68
0.618 74.26
1.000 74.00
1.618 73.58
2.618 72.90
4.250 71.79
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 75.02 74.00
PP 74.77 73.71
S1 74.53 73.43

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.