NYMEX Light Sweet Crude Oil Future September 2010


Trading Metrics calculated at close of trading on 24-Dec-2009
Day Change Summary
Previous Current
23-Dec-2009 24-Dec-2009 Change Change % Previous Week
Open 80.41 81.85 1.44 1.8% 77.54
High 80.60 81.81 1.21 1.5% 79.25
Low 78.53 80.30 1.77 2.3% 77.51
Close 80.41 81.85 1.44 1.8% 78.94
Range 2.07 1.51 -0.56 -27.1% 1.74
ATR 1.33 1.35 0.01 0.9% 0.00
Volume 2,430 1,332 -1,098 -45.2% 12,486
Daily Pivots for day following 24-Dec-2009
Classic Woodie Camarilla DeMark
R4 85.85 85.36 82.68
R3 84.34 83.85 82.27
R2 82.83 82.83 82.13
R1 82.34 82.34 81.99 82.61
PP 81.32 81.32 81.32 81.45
S1 80.83 80.83 81.71 81.10
S2 79.81 79.81 81.57
S3 78.30 79.32 81.43
S4 76.79 77.81 81.02
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 83.79 83.10 79.90
R3 82.05 81.36 79.42
R2 80.31 80.31 79.26
R1 79.62 79.62 79.10 79.97
PP 78.57 78.57 78.57 78.74
S1 77.88 77.88 78.78 78.23
S2 76.83 76.83 78.62
S3 75.09 76.14 78.46
S4 73.35 74.40 77.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.81 77.51 4.30 5.3% 1.22 1.5% 101% True False 2,285
10 81.81 77.26 4.55 5.6% 0.84 1.0% 101% True False 2,387
20 85.15 77.20 7.95 9.7% 1.21 1.5% 58% False False 2,841
40 85.15 77.20 7.95 9.7% 1.10 1.3% 58% False False 2,587
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.23
2.618 85.76
1.618 84.25
1.000 83.32
0.618 82.74
HIGH 81.81
0.618 81.23
0.500 81.06
0.382 80.88
LOW 80.30
0.618 79.37
1.000 78.79
1.618 77.86
2.618 76.35
4.250 73.88
Fisher Pivots for day following 24-Dec-2009
Pivot 1 day 3 day
R1 81.59 81.12
PP 81.32 80.39
S1 81.06 79.66

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.