NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 73.62 73.09 -0.53 -0.7% 68.99
High 73.62 73.09 -0.53 -0.7% 73.62
Low 73.21 71.96 -1.25 -1.7% 68.99
Close 73.62 72.69 -0.93 -1.3% 72.69
Range 0.41 1.13 0.72 175.6% 4.63
ATR 1.45 1.47 0.01 1.0% 0.00
Volume 4,445 6,050 1,605 36.1% 20,230
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 75.97 75.46 73.31
R3 74.84 74.33 73.00
R2 73.71 73.71 72.90
R1 73.20 73.20 72.79 72.89
PP 72.58 72.58 72.58 72.43
S1 72.07 72.07 72.59 71.76
S2 71.45 71.45 72.48
S3 70.32 70.94 72.38
S4 69.19 69.81 72.07
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 85.66 83.80 75.24
R3 81.03 79.17 73.96
R2 76.40 76.40 73.54
R1 74.54 74.54 73.11 75.47
PP 71.77 71.77 71.77 72.23
S1 69.91 69.91 72.27 70.84
S2 67.14 67.14 71.84
S3 62.51 65.28 71.42
S4 57.88 60.65 70.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.62 68.99 4.63 6.4% 1.42 2.0% 80% False False 4,046
10 74.61 68.84 5.77 7.9% 1.31 1.8% 67% False False 3,841
20 75.85 68.84 7.01 9.6% 0.90 1.2% 55% False False 3,201
40 79.05 68.84 10.21 14.0% 0.77 1.1% 38% False False 2,658
60 79.61 65.75 13.86 19.1% 0.73 1.0% 50% False False 2,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.89
2.618 76.05
1.618 74.92
1.000 74.22
0.618 73.79
HIGH 73.09
0.618 72.66
0.500 72.53
0.382 72.39
LOW 71.96
0.618 71.26
1.000 70.83
1.618 70.13
2.618 69.00
4.250 67.16
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 72.64 72.28
PP 72.58 71.87
S1 72.53 71.46

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.