NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 29-Jan-2010
Day Change Summary
Previous Current
28-Jan-2010 29-Jan-2010 Change Change % Previous Week
Open 74.82 74.76 -0.06 -0.1% 75.27
High 75.49 75.77 0.28 0.4% 76.31
Low 73.99 73.47 -0.52 -0.7% 73.47
Close 74.64 73.95 -0.69 -0.9% 73.95
Range 1.50 2.30 0.80 53.3% 2.84
ATR 1.81 1.85 0.03 1.9% 0.00
Volume 47,562 26,903 -20,659 -43.4% 177,268
Daily Pivots for day following 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 81.30 79.92 75.22
R3 79.00 77.62 74.58
R2 76.70 76.70 74.37
R1 75.32 75.32 74.16 74.86
PP 74.40 74.40 74.40 74.17
S1 73.02 73.02 73.74 72.56
S2 72.10 72.10 73.53
S3 69.80 70.72 73.32
S4 67.50 68.42 72.69
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 83.10 81.36 75.51
R3 80.26 78.52 74.73
R2 77.42 77.42 74.47
R1 75.68 75.68 74.21 75.13
PP 74.58 74.58 74.58 74.30
S1 72.84 72.84 73.69 72.29
S2 71.74 71.74 73.43
S3 68.90 70.00 73.17
S4 66.06 67.16 72.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.31 73.47 2.84 3.8% 1.70 2.3% 17% False True 35,453
10 80.85 73.47 7.38 10.0% 1.93 2.6% 7% False True 33,142
20 85.43 73.47 11.96 16.2% 1.78 2.4% 4% False True 25,726
40 85.43 73.47 11.96 16.2% 1.75 2.4% 4% False True 18,473
60 85.43 73.47 11.96 16.2% 1.80 2.4% 4% False True 14,405
80 85.43 71.93 13.50 18.3% 1.72 2.3% 15% False False 11,969
100 85.43 68.84 16.59 22.4% 1.55 2.1% 31% False False 10,261
120 85.43 68.84 16.59 22.4% 1.40 1.9% 31% False False 8,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.55
2.618 81.79
1.618 79.49
1.000 78.07
0.618 77.19
HIGH 75.77
0.618 74.89
0.500 74.62
0.382 74.35
LOW 73.47
0.618 72.05
1.000 71.17
1.618 69.75
2.618 67.45
4.250 63.70
Fisher Pivots for day following 29-Jan-2010
Pivot 1 day 3 day
R1 74.62 74.75
PP 74.40 74.48
S1 74.17 74.22

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.