NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 81.11 80.75 -0.36 -0.4% 84.65
High 81.95 80.85 -1.10 -1.3% 85.43
Low 80.53 79.38 -1.15 -1.4% 79.38
Close 81.11 79.64 -1.47 -1.8% 79.64
Range 1.42 1.47 0.05 3.5% 6.05
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 24,649 31,845 7,196 29.2% 118,662
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 84.37 83.47 80.45
R3 82.90 82.00 80.04
R2 81.43 81.43 79.91
R1 80.53 80.53 79.77 80.25
PP 79.96 79.96 79.96 79.81
S1 79.06 79.06 79.51 78.78
S2 78.49 78.49 79.37
S3 77.02 77.59 79.24
S4 75.55 76.12 78.83
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 99.63 95.69 82.97
R3 93.58 89.64 81.30
R2 87.53 87.53 80.75
R1 83.59 83.59 80.19 82.54
PP 81.48 81.48 81.48 80.96
S1 77.54 77.54 79.09 76.49
S2 75.43 75.43 78.53
S3 69.38 71.49 77.98
S4 63.33 65.44 76.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.43 79.38 6.05 7.6% 1.84 2.3% 4% False True 23,732
10 85.43 79.38 6.05 7.6% 1.69 2.1% 4% False True 20,529
20 85.43 75.02 10.41 13.1% 1.65 2.1% 44% False False 14,665
40 85.43 74.52 10.91 13.7% 1.76 2.2% 47% False False 12,574
60 85.43 74.52 10.91 13.7% 1.77 2.2% 47% False False 10,191
80 85.43 68.84 16.59 20.8% 1.66 2.1% 65% False False 8,700
100 85.43 68.84 16.59 20.8% 1.42 1.8% 65% False False 7,464
120 85.43 68.84 16.59 20.8% 1.30 1.6% 65% False False 6,542
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.10
2.618 84.70
1.618 83.23
1.000 82.32
0.618 81.76
HIGH 80.85
0.618 80.29
0.500 80.12
0.382 79.94
LOW 79.38
0.618 78.47
1.000 77.91
1.618 77.00
2.618 75.53
4.250 73.13
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 80.12 80.75
PP 79.96 80.38
S1 79.80 80.01

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.