NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 76.77 75.27 -1.50 -2.0% 79.30
High 77.55 76.31 -1.24 -1.6% 80.43
Low 74.96 75.10 0.14 0.2% 74.96
Close 75.46 76.27 0.81 1.1% 75.46
Range 2.59 1.21 -1.38 -53.3% 5.47
ATR 1.89 1.84 -0.05 -2.6% 0.00
Volume 29,749 41,753 12,004 40.4% 122,310
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 79.52 79.11 76.94
R3 78.31 77.90 76.60
R2 77.10 77.10 76.49
R1 76.69 76.69 76.38 76.90
PP 75.89 75.89 75.89 76.00
S1 75.48 75.48 76.16 75.69
S2 74.68 74.68 76.05
S3 73.47 74.27 75.94
S4 72.26 73.06 75.60
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 80.43 74.96 5.47 7.2% 2.11 2.8% 24% False False 32,812
10 85.43 74.96 10.47 13.7% 1.98 2.6% 13% False False 28,272
20 85.43 74.96 10.47 13.7% 1.68 2.2% 13% False False 20,446
40 85.43 74.52 10.91 14.3% 1.81 2.4% 16% False False 16,074
60 85.43 74.52 10.91 14.3% 1.82 2.4% 16% False False 12,464
80 85.43 69.30 16.13 21.1% 1.70 2.2% 43% False False 10,511
100 85.43 68.84 16.59 21.8% 1.52 2.0% 45% False False 8,993
120 85.43 68.84 16.59 21.8% 1.36 1.8% 45% False False 7,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 81.45
2.618 79.48
1.618 78.27
1.000 77.52
0.618 77.06
HIGH 76.31
0.618 75.85
0.500 75.71
0.382 75.56
LOW 75.10
0.618 74.35
1.000 73.89
1.618 73.14
2.618 71.93
4.250 69.96
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 76.08 77.11
PP 75.89 76.83
S1 75.71 76.55

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.