NYMEX Light Sweet Crude Oil Future May 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 86.74 86.76 0.02 0.0% 80.24
High 87.09 87.00 -0.09 -0.1% 85.37
Low 86.13 85.52 -0.61 -0.7% 80.18
Close 86.84 85.88 -0.96 -1.1% 84.87
Range 0.96 1.48 0.52 54.2% 5.19
ATR 1.90 1.87 -0.03 -1.6% 0.00
Volume 244,106 290,480 46,374 19.0% 1,252,045
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 90.57 89.71 86.69
R3 89.09 88.23 86.29
R2 87.61 87.61 86.15
R1 86.75 86.75 86.02 86.44
PP 86.13 86.13 86.13 85.98
S1 85.27 85.27 85.74 84.96
S2 84.65 84.65 85.61
S3 83.17 83.79 85.47
S4 81.69 82.31 85.07
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.04 97.15 87.72
R3 93.85 91.96 86.30
R2 88.66 88.66 85.82
R1 86.77 86.77 85.35 87.72
PP 83.47 83.47 83.47 83.95
S1 81.58 81.58 84.39 82.53
S2 78.28 78.28 83.92
S3 73.09 76.39 83.44
S4 67.90 71.20 82.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.09 82.22 4.87 5.7% 1.61 1.9% 75% False False 230,196
10 87.09 79.54 7.55 8.8% 1.66 1.9% 84% False False 265,253
20 87.09 78.86 8.23 9.6% 1.83 2.1% 85% False False 232,118
40 87.09 72.20 14.89 17.3% 2.01 2.3% 92% False False 153,516
60 87.09 70.28 16.81 19.6% 2.09 2.4% 93% False False 114,481
80 87.09 70.28 16.81 19.6% 1.94 2.3% 93% False False 88,821
100 87.09 70.28 16.81 19.6% 1.94 2.3% 93% False False 72,799
120 87.09 70.28 16.81 19.6% 1.90 2.2% 93% False False 61,563
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.29
2.618 90.87
1.618 89.39
1.000 88.48
0.618 87.91
HIGH 87.00
0.618 86.43
0.500 86.26
0.382 86.09
LOW 85.52
0.618 84.61
1.000 84.04
1.618 83.13
2.618 81.65
4.250 79.23
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 86.26 86.08
PP 86.13 86.01
S1 86.01 85.95

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.