NYMEX Light Sweet Crude Oil Future June 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 84.20 84.50 0.30 0.4% 81.49
High 84.30 84.66 0.36 0.4% 84.84
Low 83.05 83.13 0.08 0.1% 81.00
Close 84.22 83.79 -0.43 -0.5% 83.79
Range 1.25 1.53 0.28 22.4% 3.84
ATR 1.95 1.92 -0.03 -1.5% 0.00
Volume 25,910 12,838 -13,072 -50.5% 80,334
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 88.45 87.65 84.63
R3 86.92 86.12 84.21
R2 85.39 85.39 84.07
R1 84.59 84.59 83.93 84.23
PP 83.86 83.86 83.86 83.68
S1 83.06 83.06 83.65 82.70
S2 82.33 82.33 83.51
S3 80.80 81.53 83.37
S4 79.27 80.00 82.95
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 94.73 93.10 85.90
R3 90.89 89.26 84.85
R2 87.05 87.05 84.49
R1 85.42 85.42 84.14 86.24
PP 83.21 83.21 83.21 83.62
S1 81.58 81.58 83.44 82.40
S2 79.37 79.37 83.09
S3 75.53 77.74 82.73
S4 71.69 73.90 81.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.84 81.00 3.84 4.6% 1.84 2.2% 73% False False 16,066
10 84.84 75.63 9.21 11.0% 1.77 2.1% 89% False False 15,304
20 84.84 69.58 15.26 18.2% 1.88 2.2% 93% False False 13,767
40 84.84 69.40 15.44 18.4% 1.88 2.2% 93% False False 12,326
60 84.84 69.40 15.44 18.4% 1.86 2.2% 93% False False 11,285
80 84.84 65.66 19.18 22.9% 1.81 2.2% 95% False False 10,149
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.16
2.618 88.67
1.618 87.14
1.000 86.19
0.618 85.61
HIGH 84.66
0.618 84.08
0.500 83.90
0.382 83.71
LOW 83.13
0.618 82.18
1.000 81.60
1.618 80.65
2.618 79.12
4.250 76.63
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 83.90 83.50
PP 83.86 83.21
S1 83.83 82.92

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.