NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 82.08 81.50 -0.58 -0.7% 82.51
High 82.08 82.97 0.89 1.1% 84.47
Low 80.40 80.85 0.45 0.6% 81.16
Close 80.79 82.89 2.10 2.6% 81.63
Range 1.68 2.12 0.44 26.2% 3.31
ATR 1.79 1.82 0.03 1.5% 0.00
Volume 2,204 4,269 2,065 93.7% 9,244
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 88.60 87.86 84.06
R3 86.48 85.74 83.47
R2 84.36 84.36 83.28
R1 83.62 83.62 83.08 83.99
PP 82.24 82.24 82.24 82.42
S1 81.50 81.50 82.70 81.87
S2 80.12 80.12 82.50
S3 78.00 79.38 82.31
S4 75.88 77.26 81.72
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.35 90.30 83.45
R3 89.04 86.99 82.54
R2 85.73 85.73 82.24
R1 83.68 83.68 81.93 83.05
PP 82.42 82.42 82.42 82.11
S1 80.37 80.37 81.33 79.74
S2 79.11 79.11 81.02
S3 75.80 77.06 80.72
S4 72.49 73.75 79.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.66 80.40 3.26 3.9% 1.65 2.0% 76% False False 2,501
10 84.47 80.14 4.33 5.2% 1.59 1.9% 64% False False 2,469
20 84.50 80.14 4.36 5.3% 1.69 2.0% 63% False False 3,103
40 85.24 71.85 13.39 16.2% 1.63 2.0% 82% False False 3,073
60 85.24 70.06 15.18 18.3% 1.59 1.9% 85% False False 3,077
80 85.24 70.06 15.18 18.3% 1.61 1.9% 85% False False 2,898
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 0.39
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 91.98
2.618 88.52
1.618 86.40
1.000 85.09
0.618 84.28
HIGH 82.97
0.618 82.16
0.500 81.91
0.382 81.66
LOW 80.85
0.618 79.54
1.000 78.73
1.618 77.42
2.618 75.30
4.250 71.84
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 82.56 82.60
PP 82.24 82.32
S1 81.91 82.03

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.