NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 78.85 76.77 -2.08 -2.6% 79.30
High 79.25 77.55 -1.70 -2.1% 80.43
Low 76.76 74.96 -1.80 -2.3% 74.96
Close 77.13 75.46 -1.67 -2.2% 75.46
Range 2.49 2.59 0.10 4.0% 5.47
ATR 1.84 1.89 0.05 2.9% 0.00
Volume 35,907 29,749 -6,158 -17.1% 122,310
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.76 82.20 76.88
R3 81.17 79.61 76.17
R2 78.58 78.58 75.93
R1 77.02 77.02 75.70 76.51
PP 75.99 75.99 75.99 75.73
S1 74.43 74.43 75.22 73.92
S2 73.40 73.40 74.99
S3 70.81 71.84 74.75
S4 68.22 69.25 74.04
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 93.36 89.88 78.47
R3 87.89 84.41 76.96
R2 82.42 82.42 76.46
R1 78.94 78.94 75.96 77.95
PP 76.95 76.95 76.95 76.45
S1 73.47 73.47 74.96 72.48
S2 71.48 71.48 74.46
S3 66.01 68.00 73.96
S4 60.54 62.53 72.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.85 74.96 5.89 7.8% 2.16 2.9% 8% False True 30,831
10 85.43 74.96 10.47 13.9% 2.00 2.6% 5% False True 25,981
20 85.43 74.96 10.47 13.9% 1.74 2.3% 5% False True 18,661
40 85.43 74.52 10.91 14.5% 1.82 2.4% 9% False False 15,189
60 85.43 74.52 10.91 14.5% 1.83 2.4% 9% False False 11,862
80 85.43 69.30 16.13 21.4% 1.69 2.2% 38% False False 10,015
100 85.43 68.84 16.59 22.0% 1.51 2.0% 40% False False 8,605
120 85.43 68.84 16.59 22.0% 1.36 1.8% 40% False False 7,513
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 0.51
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 88.56
2.618 84.33
1.618 81.74
1.000 80.14
0.618 79.15
HIGH 77.55
0.618 76.56
0.500 76.26
0.382 75.95
LOW 74.96
0.618 73.36
1.000 72.37
1.618 70.77
2.618 68.18
4.250 63.95
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 76.26 77.67
PP 75.99 76.93
S1 75.73 76.20

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.