NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 27-Aug-2009
Day Change Summary
Previous Current
26-Aug-2009 27-Aug-2009 Change Change % Previous Week
Open 76.04 76.08 0.04 0.1% 74.60
High 76.93 77.76 0.83 1.1% 79.61
Low 76.04 76.08 0.04 0.1% 74.31
Close 76.93 77.72 0.79 1.0% 79.03
Range 0.89 1.68 0.79 88.8% 5.30
ATR 1.81 1.80 -0.01 -0.5% 0.00
Volume 3,475 1,704 -1,771 -51.0% 13,771
Daily Pivots for day following 27-Aug-2009
Classic Woodie Camarilla DeMark
R4 82.23 81.65 78.64
R3 80.55 79.97 78.18
R2 78.87 78.87 78.03
R1 78.29 78.29 77.87 78.58
PP 77.19 77.19 77.19 77.33
S1 76.61 76.61 77.57 76.90
S2 75.51 75.51 77.41
S3 73.83 74.93 77.26
S4 72.15 73.25 76.80
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 93.55 91.59 81.95
R3 88.25 86.29 80.49
R2 82.95 82.95 80.00
R1 80.99 80.99 79.52 81.97
PP 77.65 77.65 77.65 78.14
S1 75.69 75.69 78.54 76.67
S2 72.35 72.35 78.06
S3 67.05 70.39 77.57
S4 61.75 65.09 76.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.47 76.04 3.43 4.4% 1.20 1.5% 49% False False 2,037
10 79.61 74.31 5.30 6.8% 1.77 2.3% 64% False False 2,452
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 0.23
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.90
2.618 82.16
1.618 80.48
1.000 79.44
0.618 78.80
HIGH 77.76
0.618 77.12
0.500 76.92
0.382 76.72
LOW 76.08
0.618 75.04
1.000 74.40
1.618 73.36
2.618 71.68
4.250 68.94
Fisher Pivots for day following 27-Aug-2009
Pivot 1 day 3 day
R1 77.45 77.64
PP 77.19 77.56
S1 76.92 77.48

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.