NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 81.69 81.50 -0.19 -0.2% 80.67
High 81.81 82.89 1.08 1.3% 82.89
Low 80.60 81.36 0.76 0.9% 78.84
Close 81.10 82.37 1.27 1.6% 82.37
Range 1.21 1.53 0.32 26.4% 4.05
ATR 2.17 2.14 -0.03 -1.2% 0.00
Volume 53,914 64,995 11,081 20.6% 263,986
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 86.80 86.11 83.21
R3 85.27 84.58 82.79
R2 83.74 83.74 82.65
R1 83.05 83.05 82.51 83.40
PP 82.21 82.21 82.21 82.38
S1 81.52 81.52 82.23 81.87
S2 80.68 80.68 82.09
S3 79.15 79.99 81.95
S4 77.62 78.46 81.53
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.99 84.60
R3 89.47 87.94 83.48
R2 85.42 85.42 83.11
R1 83.89 83.89 82.74 84.66
PP 81.37 81.37 81.37 81.75
S1 79.84 79.84 82.00 80.61
S2 77.32 77.32 81.63
S3 73.27 75.79 81.26
S4 69.22 71.74 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.89 78.84 4.05 4.9% 1.90 2.3% 87% True False 52,797
10 82.89 77.84 5.05 6.1% 1.97 2.4% 90% True False 47,303
20 82.89 70.75 12.14 14.7% 2.24 2.7% 96% True False 46,682
40 85.95 70.75 15.20 18.5% 2.14 2.6% 76% False False 39,340
60 85.95 70.75 15.20 18.5% 2.00 2.4% 76% False False 33,127
80 85.95 70.75 15.20 18.5% 2.03 2.5% 76% False False 29,398
100 85.95 70.75 15.20 18.5% 2.04 2.5% 76% False False 26,522
120 85.95 69.40 16.55 20.1% 2.02 2.5% 78% False False 24,004
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.39
2.618 86.90
1.618 85.37
1.000 84.42
0.618 83.84
HIGH 82.89
0.618 82.31
0.500 82.13
0.382 81.94
LOW 81.36
0.618 80.41
1.000 79.83
1.618 78.88
2.618 77.35
4.250 74.86
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 82.29 82.10
PP 82.21 81.83
S1 82.13 81.57

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.