NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 02-Jan-2009
Day Change Summary
Previous Current
31-Dec-2008 02-Jan-2009 Change Change % Previous Week
Open 39.17 43.72 4.55 11.6% 38.40
High 45.54 46.74 1.20 2.6% 46.74
Low 36.94 41.05 4.11 11.1% 36.94
Close 44.60 46.34 1.74 3.9% 46.34
Range 8.60 5.69 -2.91 -33.8% 9.80
ATR 4.28 4.38 0.10 2.3% 0.00
Volume 137,263 188,601 51,338 37.4% 541,018
Daily Pivots for day following 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.78 59.75 49.47
R3 56.09 54.06 47.90
R2 50.40 50.40 47.38
R1 48.37 48.37 46.86 49.39
PP 44.71 44.71 44.71 45.22
S1 42.68 42.68 45.82 43.70
S2 39.02 39.02 45.30
S3 33.33 36.99 44.78
S4 27.64 31.30 43.21
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 72.74 69.34 51.73
R3 62.94 59.54 49.04
R2 53.14 53.14 48.14
R1 49.74 49.74 47.24 51.44
PP 43.34 43.34 43.34 44.19
S1 39.94 39.94 45.44 41.64
S2 33.54 33.54 44.54
S3 23.74 30.14 43.65
S4 13.94 20.34 40.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.74 35.35 11.39 24.6% 4.82 10.4% 96% True False 126,878
10 46.74 35.13 11.61 25.1% 4.19 9.0% 97% True False 161,215
20 52.95 35.13 17.82 38.5% 4.16 9.0% 63% False False 146,046
40 71.30 35.13 36.17 78.1% 4.12 8.9% 31% False False 92,532
60 89.32 35.13 54.19 116.9% 4.43 9.6% 21% False False 67,367
80 109.44 35.13 74.31 160.4% 4.55 9.8% 15% False False 52,939
100 123.65 35.13 88.52 191.0% 4.39 9.5% 13% False False 43,107
120 145.82 35.13 110.69 238.9% 4.17 9.0% 10% False False 36,395
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 1.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.92
2.618 61.64
1.618 55.95
1.000 52.43
0.618 50.26
HIGH 46.74
0.618 44.57
0.500 43.90
0.382 43.22
LOW 41.05
0.618 37.53
1.000 35.36
1.618 31.84
2.618 26.15
4.250 16.87
Fisher Pivots for day following 02-Jan-2009
Pivot 1 day 3 day
R1 45.53 44.84
PP 44.71 43.34
S1 43.90 41.84

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.