NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 74.09 75.75 1.66 2.2% 72.74
High 75.09 76.42 1.33 1.8% 75.09
Low 73.96 75.75 1.79 2.4% 71.93
Close 74.89 76.24 1.35 1.8% 74.89
Range 1.13 0.67 -0.46 -40.7% 3.16
ATR 1.44 1.45 0.01 0.4% 0.00
Volume 3,154 2,310 -844 -26.8% 16,866
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 78.15 77.86 76.61
R3 77.48 77.19 76.42
R2 76.81 76.81 76.36
R1 76.52 76.52 76.30 76.67
PP 76.14 76.14 76.14 76.21
S1 75.85 75.85 76.18 76.00
S2 75.47 75.47 76.12
S3 74.80 75.18 76.06
S4 74.13 74.51 75.87
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.45 82.33 76.63
R3 80.29 79.17 75.76
R2 77.13 77.13 75.47
R1 76.01 76.01 75.18 76.57
PP 73.97 73.97 73.97 74.25
S1 72.85 72.85 74.60 73.41
S2 70.81 70.81 74.31
S3 67.65 69.69 74.02
S4 64.49 66.53 73.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.42 71.93 4.49 5.9% 1.22 1.6% 96% True False 2,689
10 76.42 69.30 7.12 9.3% 1.20 1.6% 97% True False 3,437
20 76.42 68.84 7.58 9.9% 0.98 1.3% 98% True False 3,340
40 78.43 68.84 9.59 12.6% 0.81 1.1% 77% False False 2,835
60 79.61 68.84 10.77 14.1% 0.79 1.0% 69% False False 2,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.15
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.27
2.618 78.17
1.618 77.50
1.000 77.09
0.618 76.83
HIGH 76.42
0.618 76.16
0.500 76.09
0.382 76.01
LOW 75.75
0.618 75.34
1.000 75.08
1.618 74.67
2.618 74.00
4.250 72.90
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 76.19 75.69
PP 76.14 75.14
S1 76.09 74.59

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.