NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 82.18 81.13 -1.05 -1.3% 82.22
High 82.22 82.36 0.14 0.2% 84.00
Low 80.72 81.13 0.41 0.5% 80.15
Close 81.44 81.46 0.02 0.0% 81.77
Range 1.50 1.23 -0.27 -18.0% 3.85
ATR 1.91 1.87 -0.05 -2.6% 0.00
Volume 24,302 26,916 2,614 10.8% 120,506
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 85.34 84.63 82.14
R3 84.11 83.40 81.80
R2 82.88 82.88 81.69
R1 82.17 82.17 81.57 82.53
PP 81.65 81.65 81.65 81.83
S1 80.94 80.94 81.35 81.30
S2 80.42 80.42 81.23
S3 79.19 79.71 81.12
S4 77.96 78.48 80.78
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 93.52 91.50 83.89
R3 89.67 87.65 82.83
R2 85.82 85.82 82.48
R1 83.80 83.80 82.12 82.89
PP 81.97 81.97 81.97 81.52
S1 79.95 79.95 81.42 79.04
S2 78.12 78.12 81.06
S3 74.27 76.10 80.71
S4 70.42 72.25 79.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.26 79.70 3.56 4.4% 1.81 2.2% 49% False False 27,169
10 84.13 79.70 4.43 5.4% 1.81 2.2% 40% False False 23,994
20 84.14 79.16 4.98 6.1% 1.74 2.1% 46% False False 21,211
40 84.14 71.64 12.50 15.3% 2.00 2.5% 79% False False 15,999
60 86.41 71.64 14.77 18.1% 1.84 2.3% 66% False False 12,623
80 86.41 71.64 14.77 18.1% 1.79 2.2% 66% False False 10,394
100 86.41 71.64 14.77 18.1% 1.78 2.2% 66% False False 8,920
120 86.41 71.64 14.77 18.1% 1.75 2.1% 66% False False 7,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 87.59
2.618 85.58
1.618 84.35
1.000 83.59
0.618 83.12
HIGH 82.36
0.618 81.89
0.500 81.75
0.382 81.60
LOW 81.13
0.618 80.37
1.000 79.90
1.618 79.14
2.618 77.91
4.250 75.90
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 81.75 81.82
PP 81.65 81.70
S1 81.56 81.58

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.