NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 29-Sep-2009
Day Change Summary
Previous Current
28-Sep-2009 29-Sep-2009 Change Change % Previous Week
Open 68.99 69.63 0.64 0.9% 73.22
High 70.50 69.63 -0.87 -1.2% 74.61
Low 68.99 69.63 0.64 0.9% 68.84
Close 69.92 69.84 -0.08 -0.1% 69.26
Range 1.51 0.00 -1.51 -100.0% 5.77
ATR 1.42 1.34 -0.08 -5.7% 0.00
Volume 5,031 2,107 -2,924 -58.1% 18,182
Daily Pivots for day following 29-Sep-2009
Classic Woodie Camarilla DeMark
R4 69.70 69.77 69.84
R3 69.70 69.77 69.84
R2 69.70 69.70 69.84
R1 69.77 69.77 69.84 69.74
PP 69.70 69.70 69.70 69.68
S1 69.77 69.77 69.84 69.74
S2 69.70 69.70 69.84
S3 69.70 69.77 69.84
S4 69.70 69.77 69.84
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 88.21 84.51 72.43
R3 82.44 78.74 70.85
R2 76.67 76.67 70.32
R1 72.97 72.97 69.79 71.94
PP 70.90 70.90 70.90 70.39
S1 67.20 67.20 68.73 66.17
S2 65.13 65.13 68.20
S3 59.36 61.43 67.67
S4 53.59 55.66 66.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.75 68.84 4.91 7.0% 1.38 2.0% 20% False False 3,841
10 75.85 68.84 7.01 10.0% 0.76 1.1% 14% False False 3,156
20 75.85 68.84 7.01 10.0% 0.80 1.1% 14% False False 2,921
40 79.61 68.84 10.77 15.4% 0.68 1.0% 9% False False 2,507
60 79.61 65.75 13.86 19.8% 0.68 1.0% 30% False False 2,349
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 0.00
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 69.63
2.618 69.63
1.618 69.63
1.000 69.63
0.618 69.63
HIGH 69.63
0.618 69.63
0.500 69.63
0.382 69.63
LOW 69.63
0.618 69.63
1.000 69.63
1.618 69.63
2.618 69.63
4.250 69.63
Fisher Pivots for day following 29-Sep-2009
Pivot 1 day 3 day
R1 69.77 69.78
PP 69.70 69.73
S1 69.63 69.67

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.