NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 80.66 81.23 0.57 0.7% 77.47
High 81.51 81.90 0.39 0.5% 80.45
Low 80.31 80.75 0.44 0.5% 75.60
Close 81.26 81.42 0.16 0.2% 80.37
Range 1.20 1.15 -0.05 -4.2% 4.85
ATR 1.99 1.93 -0.06 -3.0% 0.00
Volume 6,661 8,582 1,921 28.8% 74,756
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 84.81 84.26 82.05
R3 83.66 83.11 81.74
R2 82.51 82.51 81.63
R1 81.96 81.96 81.53 82.24
PP 81.36 81.36 81.36 81.49
S1 80.81 80.81 81.31 81.09
S2 80.21 80.21 81.21
S3 79.06 79.66 81.10
S4 77.91 78.51 80.79
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 93.36 91.71 83.04
R3 88.51 86.86 81.70
R2 83.66 83.66 81.26
R1 82.01 82.01 80.81 82.84
PP 78.81 78.81 78.81 79.22
S1 77.16 77.16 79.93 77.99
S2 73.96 73.96 79.48
S3 69.11 72.31 79.04
S4 64.26 67.46 77.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.90 75.60 6.30 7.7% 1.77 2.2% 92% True False 13,824
10 81.90 75.60 6.30 7.7% 1.75 2.1% 92% True False 17,214
20 83.78 75.00 8.78 10.8% 1.88 2.3% 73% False False 21,645
40 84.20 75.00 9.20 11.3% 2.01 2.5% 70% False False 18,887
60 84.85 71.32 13.53 16.6% 2.02 2.5% 75% False False 17,378
80 84.85 69.40 15.45 19.0% 2.01 2.5% 78% False False 15,959
100 84.85 69.40 15.45 19.0% 1.96 2.4% 78% False False 14,386
120 84.85 65.66 19.19 23.6% 1.94 2.4% 82% False False 13,436
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 86.79
2.618 84.91
1.618 83.76
1.000 83.05
0.618 82.61
HIGH 81.90
0.618 81.46
0.500 81.33
0.382 81.19
LOW 80.75
0.618 80.04
1.000 79.60
1.618 78.89
2.618 77.74
4.250 75.86
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 81.39 81.02
PP 81.36 80.61
S1 81.33 80.21

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.