NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 69.11 71.20 2.09 3.0% 76.11
High 71.30 71.29 -0.01 0.0% 78.51
Low 67.90 64.24 -3.66 -5.4% 70.83
Close 69.87 68.01 -1.86 -2.7% 71.61
Range 3.40 7.05 3.65 107.4% 7.68
ATR 2.79 3.10 0.30 10.9% 0.00
Volume 206,381 129,166 -77,215 -37.4% 2,498,407
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 89.00 85.55 71.89
R3 81.95 78.50 69.95
R2 74.90 74.90 69.30
R1 71.45 71.45 68.66 69.65
PP 67.85 67.85 67.85 66.95
S1 64.40 64.40 67.36 62.60
S2 60.80 60.80 66.72
S3 53.75 57.35 66.07
S4 46.70 50.30 64.13
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 96.69 91.83 75.83
R3 89.01 84.15 73.72
R2 81.33 81.33 73.02
R1 76.47 76.47 72.31 75.06
PP 73.65 73.65 73.65 72.95
S1 68.79 68.79 70.91 67.38
S2 65.97 65.97 70.20
S3 58.29 61.11 69.50
S4 50.61 53.43 67.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.13 64.24 9.89 14.5% 4.07 6.0% 38% False True 319,538
10 78.51 64.24 14.27 21.0% 3.41 5.0% 26% False True 416,877
20 87.15 64.24 22.91 33.7% 3.10 4.6% 16% False True 412,310
40 87.59 64.24 23.35 34.3% 2.43 3.6% 16% False True 310,383
60 87.59 64.24 23.35 34.3% 2.27 3.3% 16% False True 227,587
80 87.59 64.24 23.35 34.3% 2.30 3.4% 16% False True 180,958
100 87.59 64.24 23.35 34.3% 2.17 3.2% 16% False True 149,978
120 87.59 64.24 23.35 34.3% 2.15 3.2% 16% False True 128,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.76
Widest range in 224 trading days
Fibonacci Retracements and Extensions
4.250 101.25
2.618 89.75
1.618 82.70
1.000 78.34
0.618 75.65
HIGH 71.29
0.618 68.60
0.500 67.77
0.382 66.93
LOW 64.24
0.618 59.88
1.000 57.19
1.618 52.83
2.618 45.78
4.250 34.28
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 67.93 68.38
PP 67.85 68.26
S1 67.77 68.13

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.