NYMEX Light Sweet Crude Oil Future August 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 74.64 74.23 -0.41 -0.5% 71.41
High 74.79 74.23 -0.56 -0.7% 74.79
Low 73.82 73.70 -0.12 -0.2% 71.29
Close 74.79 73.96 -0.83 -1.1% 73.96
Range 0.97 0.53 -0.44 -45.4% 3.50
ATR 1.28 1.27 -0.01 -1.1% 0.00
Volume 1,682 1,326 -356 -21.2% 5,746
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 75.55 75.29 74.25
R3 75.02 74.76 74.11
R2 74.49 74.49 74.06
R1 74.23 74.23 74.01 74.10
PP 73.96 73.96 73.96 73.90
S1 73.70 73.70 73.91 73.57
S2 73.43 73.43 73.86
S3 72.90 73.17 73.81
S4 72.37 72.64 73.67
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 83.85 82.40 75.89
R3 80.35 78.90 74.92
R2 76.85 76.85 74.60
R1 75.40 75.40 74.28 76.13
PP 73.35 73.35 73.35 73.71
S1 71.90 71.90 73.64 72.63
S2 69.85 69.85 73.32
S3 66.35 68.40 73.00
S4 62.85 64.90 72.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.79 71.29 3.50 4.7% 0.86 1.2% 76% False False 1,149
10 75.60 70.69 4.91 6.6% 0.84 1.1% 67% False False 1,553
20 77.10 70.69 6.41 8.7% 0.75 1.0% 51% False False 1,439
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 0.05
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.48
2.618 75.62
1.618 75.09
1.000 74.76
0.618 74.56
HIGH 74.23
0.618 74.03
0.500 73.97
0.382 73.90
LOW 73.70
0.618 73.37
1.000 73.17
1.618 72.84
2.618 72.31
4.250 71.45
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 73.97 73.76
PP 73.96 73.56
S1 73.96 73.36

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.