NYMEX Light Sweet Crude Oil Future January 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 79.34 80.22 0.88 1.1% 79.53
High 80.50 80.38 -0.12 -0.1% 82.58
Low 78.53 77.66 -0.87 -1.1% 78.32
Close 80.15 78.06 -2.09 -2.6% 81.19
Range 1.97 2.72 0.75 38.1% 4.26
ATR 2.34 2.37 0.03 1.2% 0.00
Volume 83,847 90,042 6,195 7.4% 335,625
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.86 85.18 79.56
R3 84.14 82.46 78.81
R2 81.42 81.42 78.56
R1 79.74 79.74 78.31 79.22
PP 78.70 78.70 78.70 78.44
S1 77.02 77.02 77.81 76.50
S2 75.98 75.98 77.56
S3 73.26 74.30 77.31
S4 70.54 71.58 76.56
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 93.48 91.59 83.53
R3 89.22 87.33 82.36
R2 84.96 84.96 81.97
R1 83.07 83.07 81.58 84.02
PP 80.70 80.70 80.70 81.17
S1 78.81 78.81 80.80 79.76
S2 76.44 76.44 80.41
S3 72.18 74.55 80.02
S4 67.92 70.29 78.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.43 77.66 4.77 6.1% 2.41 3.1% 8% False True 83,575
10 82.58 75.82 6.76 8.7% 2.49 3.2% 33% False False 69,074
20 82.58 68.71 13.87 17.8% 2.29 2.9% 67% False False 59,799
40 82.58 66.10 16.48 21.1% 2.27 2.9% 73% False False 41,244
60 82.58 66.10 16.48 21.1% 2.23 2.9% 73% False False 30,891
80 82.58 63.01 19.57 25.1% 2.15 2.8% 77% False False 25,327
100 82.58 63.01 19.57 25.1% 2.05 2.6% 77% False False 21,156
120 82.58 61.52 21.06 27.0% 1.93 2.5% 79% False False 18,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.94
2.618 87.50
1.618 84.78
1.000 83.10
0.618 82.06
HIGH 80.38
0.618 79.34
0.500 79.02
0.382 78.70
LOW 77.66
0.618 75.98
1.000 74.94
1.618 73.26
2.618 70.54
4.250 66.10
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 79.02 79.98
PP 78.70 79.34
S1 78.38 78.70

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.