NYMEX Light Sweet Crude Oil Future April 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 80.51 83.17 2.66 3.3% 75.39
High 84.09 83.50 -0.59 -0.7% 80.94
Low 80.51 82.44 1.93 2.4% 75.37
Close 83.47 83.42 -0.05 -0.1% 80.90
Range 3.58 1.06 -2.52 -70.4% 5.57
ATR 1.81 1.76 -0.05 -3.0% 0.00
Volume 7,491 9,018 1,527 20.4% 32,554
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.30 85.92 84.00
R3 85.24 84.86 83.71
R2 84.18 84.18 83.61
R1 83.80 83.80 83.52 83.99
PP 83.12 83.12 83.12 83.22
S1 82.74 82.74 83.32 82.93
S2 82.06 82.06 83.23
S3 81.00 81.68 83.13
S4 79.94 80.62 82.84
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 95.78 93.91 83.96
R3 90.21 88.34 82.43
R2 84.64 84.64 81.92
R1 82.77 82.77 81.41 83.71
PP 79.07 79.07 79.07 79.54
S1 77.20 77.20 80.39 78.14
S2 73.50 73.50 79.88
S3 67.93 71.63 79.37
S4 62.36 66.06 77.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.09 79.33 4.76 5.7% 1.79 2.2% 86% False False 6,563
10 84.09 73.58 10.51 12.6% 1.55 1.9% 94% False False 6,206
20 84.09 68.38 15.71 18.8% 1.62 1.9% 96% False False 5,611
40 84.09 68.38 15.71 18.8% 1.41 1.7% 96% False False 4,136
60 84.09 68.38 15.71 18.8% 1.29 1.5% 96% False False 3,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 88.01
2.618 86.28
1.618 85.22
1.000 84.56
0.618 84.16
HIGH 83.50
0.618 83.10
0.500 82.97
0.382 82.84
LOW 82.44
0.618 81.78
1.000 81.38
1.618 80.72
2.618 79.66
4.250 77.94
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 83.27 83.05
PP 83.12 82.67
S1 82.97 82.30

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.