NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 83.20 82.52 -0.68 -0.8% 79.36
High 83.20 83.00 -0.20 -0.2% 83.67
Low 79.89 81.10 1.21 1.5% 79.35
Close 80.54 82.52 1.98 2.5% 80.54
Range 3.31 1.90 -1.41 -42.6% 4.32
ATR 1.82 1.87 0.05 2.5% 0.00
Volume 6,593 5,408 -1,185 -18.0% 30,469
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 87.91 87.11 83.57
R3 86.01 85.21 83.04
R2 84.11 84.11 82.87
R1 83.31 83.31 82.69 83.47
PP 82.21 82.21 82.21 82.29
S1 81.41 81.41 82.35 81.57
S2 80.31 80.31 82.17
S3 78.41 79.51 82.00
S4 76.51 77.61 81.48
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 94.15 91.66 82.92
R3 89.83 87.34 81.73
R2 85.51 85.51 81.33
R1 83.02 83.02 80.94 84.27
PP 81.19 81.19 81.19 81.81
S1 78.70 78.70 80.14 79.95
S2 76.87 76.87 79.75
S3 72.55 74.38 79.35
S4 68.23 70.06 78.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.67 79.89 3.78 4.6% 1.92 2.3% 70% False False 6,049
10 83.67 79.35 4.32 5.2% 1.99 2.4% 73% False False 5,488
20 84.42 76.06 8.36 10.1% 1.66 2.0% 77% False False 5,501
40 84.42 68.84 15.58 18.9% 1.32 1.6% 88% False False 4,420
60 84.42 68.84 15.58 18.9% 1.09 1.3% 88% False False 3,724
80 84.42 68.84 15.58 18.9% 1.01 1.2% 88% False False 3,344
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.08
2.618 87.97
1.618 86.07
1.000 84.90
0.618 84.17
HIGH 83.00
0.618 82.27
0.500 82.05
0.382 81.83
LOW 81.10
0.618 79.93
1.000 79.20
1.618 78.03
2.618 76.13
4.250 73.03
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 82.36 82.20
PP 82.21 81.87
S1 82.05 81.55

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.