NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 77.77 78.70 0.93 1.2% 72.74
High 78.00 80.40 2.40 3.1% 75.09
Low 77.67 78.22 0.55 0.7% 71.93
Close 77.98 80.36 2.38 3.1% 74.89
Range 0.33 2.18 1.85 560.6% 3.16
ATR 1.37 1.44 0.08 5.5% 0.00
Volume 5,435 5,726 291 5.4% 16,866
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.20 85.46 81.56
R3 84.02 83.28 80.96
R2 81.84 81.84 80.76
R1 81.10 81.10 80.56 81.47
PP 79.66 79.66 79.66 79.85
S1 78.92 78.92 80.16 79.29
S2 77.48 77.48 79.96
S3 75.30 76.74 79.76
S4 73.12 74.56 79.16
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 80.40 73.96 6.44 8.0% 1.06 1.3% 99% True False 4,766
10 80.40 71.93 8.47 10.5% 1.10 1.4% 100% True False 4,359
20 80.40 68.84 11.56 14.4% 1.15 1.4% 100% True False 3,859
40 80.40 68.84 11.56 14.4% 0.81 1.0% 100% True False 3,155
60 80.40 68.84 11.56 14.4% 0.81 1.0% 100% True False 2,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 89.67
2.618 86.11
1.618 83.93
1.000 82.58
0.618 81.75
HIGH 80.40
0.618 79.57
0.500 79.31
0.382 79.05
LOW 78.22
0.618 76.87
1.000 76.04
1.618 74.69
2.618 72.51
4.250 68.96
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 80.01 79.65
PP 79.66 78.94
S1 79.31 78.23

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.