NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 81.85 81.42 -0.43 -0.5% 81.87
High 81.85 82.89 1.04 1.3% 83.51
Low 77.81 80.06 2.25 2.9% 77.81
Close 80.87 82.24 1.37 1.7% 80.87
Range 4.04 2.83 -1.21 -30.0% 5.70
ATR 2.25 2.29 0.04 1.9% 0.00
Volume 33,255 14,778 -18,477 -55.6% 86,589
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 90.22 89.06 83.80
R3 87.39 86.23 83.02
R2 84.56 84.56 82.76
R1 83.40 83.40 82.50 83.98
PP 81.73 81.73 81.73 82.02
S1 80.57 80.57 81.98 81.15
S2 78.90 78.90 81.72
S3 76.07 77.74 81.46
S4 73.24 74.91 80.68
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 97.83 95.05 84.01
R3 92.13 89.35 82.44
R2 86.43 86.43 81.92
R1 83.65 83.65 81.39 82.19
PP 80.73 80.73 80.73 80.00
S1 77.95 77.95 80.35 76.49
S2 75.03 75.03 79.83
S3 69.33 72.25 79.30
S4 63.63 66.55 77.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.51 77.81 5.70 6.9% 2.68 3.3% 78% False False 20,273
10 84.08 77.81 6.27 7.6% 2.23 2.7% 71% False False 17,099
20 84.20 77.81 6.39 7.8% 2.15 2.6% 69% False False 16,130
40 84.85 71.32 13.53 16.5% 2.10 2.5% 81% False False 15,244
60 84.85 69.40 15.45 18.8% 2.05 2.5% 83% False False 14,064
80 84.85 69.40 15.45 18.8% 1.98 2.4% 83% False False 12,571
100 84.85 65.66 19.19 23.3% 1.95 2.4% 86% False False 11,794
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.92
2.618 90.30
1.618 87.47
1.000 85.72
0.618 84.64
HIGH 82.89
0.618 81.81
0.500 81.48
0.382 81.14
LOW 80.06
0.618 78.31
1.000 77.23
1.618 75.48
2.618 72.65
4.250 68.03
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 81.99 81.61
PP 81.73 80.98
S1 81.48 80.35

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.