NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 23-Sep-2009
Day Change Summary
Previous Current
22-Sep-2009 23-Sep-2009 Change Change % Previous Week
Open 74.79 74.66 -0.13 -0.2% 73.68
High 75.55 74.66 -0.89 -1.2% 76.87
Low 74.78 72.50 -2.28 -3.0% 72.94
Close 75.49 73.29 -2.20 -2.9% 76.47
Range 0.77 2.16 1.39 180.5% 3.93
ATR 1.71 1.80 0.09 5.3% 0.00
Volume 2,792 2,645 -147 -5.3% 10,439
Daily Pivots for day following 23-Sep-2009
Classic Woodie Camarilla DeMark
R4 79.96 78.79 74.48
R3 77.80 76.63 73.88
R2 75.64 75.64 73.69
R1 74.47 74.47 73.49 73.98
PP 73.48 73.48 73.48 73.24
S1 72.31 72.31 73.09 71.82
S2 71.32 71.32 72.89
S3 69.16 70.15 72.70
S4 67.00 67.99 72.10
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 87.22 85.77 78.63
R3 83.29 81.84 77.55
R2 79.36 79.36 77.19
R1 77.91 77.91 76.83 78.64
PP 75.43 75.43 75.43 75.79
S1 73.98 73.98 76.11 74.71
S2 71.50 71.50 75.75
S3 67.57 70.05 75.39
S4 63.64 66.12 74.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 72.50 4.37 6.0% 1.10 1.5% 18% False True 2,027
10 76.87 72.50 4.37 6.0% 1.41 1.9% 18% False True 2,923
20 78.17 71.82 6.35 8.7% 1.39 1.9% 23% False False 3,025
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 0.13
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 83.84
2.618 80.31
1.618 78.15
1.000 76.82
0.618 75.99
HIGH 74.66
0.618 73.83
0.500 73.58
0.382 73.33
LOW 72.50
0.618 71.17
1.000 70.34
1.618 69.01
2.618 66.85
4.250 63.32
Fisher Pivots for day following 23-Sep-2009
Pivot 1 day 3 day
R1 73.58 74.03
PP 73.48 73.78
S1 73.39 73.54

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.