NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 81.33 82.35 1.02 1.3% 81.02
High 81.55 82.40 0.85 1.0% 84.08
Low 79.83 80.13 0.30 0.4% 80.41
Close 80.28 82.35 2.07 2.6% 81.14
Range 1.72 2.27 0.55 32.0% 3.67
ATR 2.05 2.07 0.02 0.8% 0.00
Volume 15,276 26,368 11,092 72.6% 69,629
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.44 87.66 83.60
R3 86.17 85.39 82.97
R2 83.90 83.90 82.77
R1 83.12 83.12 82.56 83.49
PP 81.63 81.63 81.63 81.81
S1 80.85 80.85 82.14 81.22
S2 79.36 79.36 81.93
S3 77.09 78.58 81.73
S4 74.82 76.31 81.10
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.89 90.68 83.16
R3 89.22 87.01 82.15
R2 85.55 85.55 81.81
R1 83.34 83.34 81.48 84.45
PP 81.88 81.88 81.88 82.43
S1 79.67 79.67 80.80 80.78
S2 78.21 78.21 80.47
S3 74.54 76.00 80.13
S4 70.87 72.33 79.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.51 79.83 3.68 4.5% 2.02 2.5% 68% False False 16,306
10 84.08 79.72 4.36 5.3% 1.99 2.4% 60% False False 16,048
20 84.20 79.72 4.48 5.4% 2.10 2.6% 59% False False 15,170
40 84.85 71.32 13.53 16.4% 2.00 2.4% 82% False False 14,934
60 84.85 69.40 15.45 18.8% 1.98 2.4% 84% False False 13,644
80 84.85 69.40 15.45 18.8% 1.94 2.4% 84% False False 12,232
100 84.85 65.66 19.19 23.3% 1.91 2.3% 87% False False 11,453
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.05
2.618 88.34
1.618 86.07
1.000 84.67
0.618 83.80
HIGH 82.40
0.618 81.53
0.500 81.27
0.382 81.00
LOW 80.13
0.618 78.73
1.000 77.86
1.618 76.46
2.618 74.19
4.250 70.48
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 81.99 82.12
PP 81.63 81.90
S1 81.27 81.67

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.