NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 72.74 73.86 1.12 1.5% 68.99
High 72.74 73.86 1.12 1.5% 73.62
Low 72.45 73.15 0.70 1.0% 68.99
Close 72.74 73.20 0.46 0.6% 72.69
Range 0.29 0.71 0.42 144.8% 4.63
ATR 1.38 1.36 -0.02 -1.4% 0.00
Volume 5,729 2,661 -3,068 -53.6% 20,230
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 75.53 75.08 73.59
R3 74.82 74.37 73.40
R2 74.11 74.11 73.33
R1 73.66 73.66 73.27 73.53
PP 73.40 73.40 73.40 73.34
S1 72.95 72.95 73.13 72.82
S2 72.69 72.69 73.07
S3 71.98 72.24 73.00
S4 71.27 71.53 72.81
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 73.86 69.30 4.56 6.2% 1.32 1.8% 86% True False 4,296
10 73.86 68.84 5.02 6.9% 1.35 1.8% 87% True False 4,068
20 75.85 68.84 7.01 9.6% 0.93 1.3% 62% False False 3,460
40 78.43 68.84 9.59 13.1% 0.77 1.1% 45% False False 2,762
60 79.61 66.44 13.17 18.0% 0.73 1.0% 51% False False 2,549
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 76.88
2.618 75.72
1.618 75.01
1.000 74.57
0.618 74.30
HIGH 73.86
0.618 73.59
0.500 73.51
0.382 73.42
LOW 73.15
0.618 72.71
1.000 72.44
1.618 72.00
2.618 71.29
4.250 70.13
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 73.51 73.10
PP 73.40 73.01
S1 73.30 72.91

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.