NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 75.89 75.72 -0.17 -0.2% 80.05
High 77.17 76.64 -0.53 -0.7% 81.53
Low 75.11 75.12 0.01 0.0% 76.09
Close 75.89 75.72 -0.17 -0.2% 76.63
Range 2.06 1.52 -0.54 -26.2% 5.44
ATR 1.76 1.74 -0.02 -1.0% 0.00
Volume 10,313 9,651 -662 -6.4% 26,716
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 80.39 79.57 76.56
R3 78.87 78.05 76.14
R2 77.35 77.35 76.00
R1 76.53 76.53 75.86 76.48
PP 75.83 75.83 75.83 75.80
S1 75.01 75.01 75.58 74.96
S2 74.31 74.31 75.44
S3 72.79 73.49 75.30
S4 71.27 71.97 74.88
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 94.40 90.96 79.62
R3 88.96 85.52 78.13
R2 83.52 83.52 77.63
R1 80.08 80.08 77.13 79.08
PP 78.08 78.08 78.08 77.59
S1 74.64 74.64 76.13 73.64
S2 72.64 72.64 75.63
S3 67.20 69.20 75.13
S4 61.76 63.76 73.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 75.11 3.43 4.5% 1.66 2.2% 18% False False 8,386
10 82.90 75.11 7.79 10.3% 1.68 2.2% 8% False False 7,586
20 86.41 75.11 11.30 14.9% 1.53 2.0% 5% False False 6,257
40 86.41 75.11 11.30 14.9% 1.58 2.1% 5% False False 4,898
60 86.41 75.11 11.30 14.9% 1.61 2.1% 5% False False 4,292
80 86.41 71.85 14.56 19.2% 1.63 2.1% 27% False False 4,018
100 86.41 70.06 16.35 21.6% 1.60 2.1% 35% False False 3,811
120 86.41 70.06 16.35 21.6% 1.61 2.1% 35% False False 3,602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.10
2.618 80.62
1.618 79.10
1.000 78.16
0.618 77.58
HIGH 76.64
0.618 76.06
0.500 75.88
0.382 75.70
LOW 75.12
0.618 74.18
1.000 73.60
1.618 72.66
2.618 71.14
4.250 68.66
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 75.88 76.14
PP 75.83 76.00
S1 75.77 75.86

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.