NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 79.24 80.00 0.76 1.0% 80.66
High 81.32 81.60 0.28 0.3% 81.15
Low 78.67 79.81 1.14 1.4% 77.44
Close 80.06 81.26 1.20 1.5% 80.01
Range 2.65 1.79 -0.86 -32.5% 3.71
ATR 2.34 2.30 -0.04 -1.7% 0.00
Volume 84,974 75,318 -9,656 -11.4% 347,471
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.26 85.55 82.24
R3 84.47 83.76 81.75
R2 82.68 82.68 81.59
R1 81.97 81.97 81.42 82.33
PP 80.89 80.89 80.89 81.07
S1 80.18 80.18 81.10 80.54
S2 79.10 79.10 80.93
S3 77.31 78.39 80.77
S4 75.52 76.60 80.28
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 90.66 89.05 82.05
R3 86.95 85.34 81.03
R2 83.24 83.24 80.69
R1 81.63 81.63 80.35 80.58
PP 79.53 79.53 79.53 79.01
S1 77.92 77.92 79.67 76.87
S2 75.82 75.82 79.33
S3 72.11 74.21 78.99
S4 68.40 70.50 77.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.60 77.44 4.16 5.1% 2.47 3.0% 92% True False 84,959
10 81.60 77.20 4.40 5.4% 2.26 2.8% 92% True False 70,674
20 81.60 70.28 11.32 13.9% 2.49 3.1% 97% True False 67,714
40 85.43 70.28 15.15 18.6% 2.20 2.7% 72% False False 47,679
60 85.43 70.28 15.15 18.6% 2.04 2.5% 72% False False 35,433
80 85.43 70.28 15.15 18.6% 1.99 2.4% 72% False False 28,315
100 85.43 70.28 15.15 18.6% 1.90 2.3% 72% False False 23,634
120 85.43 68.84 16.59 20.4% 1.75 2.2% 75% False False 20,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.52
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 89.21
2.618 86.29
1.618 84.50
1.000 83.39
0.618 82.71
HIGH 81.60
0.618 80.92
0.500 80.71
0.382 80.49
LOW 79.81
0.618 78.70
1.000 78.02
1.618 76.91
2.618 75.12
4.250 72.20
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 81.08 80.85
PP 80.89 80.43
S1 80.71 80.02

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.