NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 16-Dec-2009
Day Change Summary
Previous Current
15-Dec-2009 16-Dec-2009 Change Change % Previous Week
Open 76.30 76.90 0.60 0.8% 81.96
High 77.31 78.29 0.98 1.3% 81.96
Low 76.30 76.90 0.60 0.8% 75.83
Close 76.64 77.85 1.21 1.6% 76.53
Range 1.01 1.39 0.38 37.6% 6.13
ATR 1.74 1.73 -0.01 -0.4% 0.00
Volume 1,855 5,071 3,216 173.4% 21,386
Daily Pivots for day following 16-Dec-2009
Classic Woodie Camarilla DeMark
R4 81.85 81.24 78.61
R3 80.46 79.85 78.23
R2 79.07 79.07 78.10
R1 78.46 78.46 77.98 78.77
PP 77.68 77.68 77.68 77.83
S1 77.07 77.07 77.72 77.38
S2 76.29 76.29 77.60
S3 74.90 75.68 77.47
S4 73.51 74.29 77.09
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 96.50 92.64 79.90
R3 90.37 86.51 78.22
R2 84.24 84.24 77.65
R1 80.38 80.38 77.09 79.25
PP 78.11 78.11 78.11 77.54
S1 74.25 74.25 75.97 73.12
S2 71.98 71.98 75.41
S3 65.85 68.12 74.84
S4 59.72 61.99 73.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.29 75.83 2.46 3.2% 1.09 1.4% 82% True False 3,484
10 84.05 75.83 8.22 10.6% 1.60 2.1% 25% False False 3,952
20 84.47 75.83 8.64 11.1% 1.63 2.1% 23% False False 3,580
40 85.24 75.83 9.41 12.1% 1.72 2.2% 21% False False 3,464
60 85.24 70.06 15.18 19.5% 1.66 2.1% 51% False False 3,234
80 85.24 70.06 15.18 19.5% 1.59 2.0% 51% False False 3,167
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.20
2.618 81.93
1.618 80.54
1.000 79.68
0.618 79.15
HIGH 78.29
0.618 77.76
0.500 77.60
0.382 77.43
LOW 76.90
0.618 76.04
1.000 75.51
1.618 74.65
2.618 73.26
4.250 70.99
Fisher Pivots for day following 16-Dec-2009
Pivot 1 day 3 day
R1 77.77 77.67
PP 77.68 77.48
S1 77.60 77.30

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.