NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 06-Feb-2009
Day Change Summary
Previous Current
05-Feb-2009 06-Feb-2009 Change Change % Previous Week
Open 40.30 41.00 0.70 1.7% 41.75
High 41.25 42.68 1.43 3.5% 42.68
Low 39.46 38.60 -0.86 -2.2% 38.60
Close 41.17 40.17 -1.00 -2.4% 40.17
Range 1.79 4.08 2.29 127.9% 4.08
ATR 3.38 3.43 0.05 1.5% 0.00
Volume 254,203 229,734 -24,469 -9.6% 1,229,922
Daily Pivots for day following 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.72 50.53 42.41
R3 48.64 46.45 41.29
R2 44.56 44.56 40.92
R1 42.37 42.37 40.54 41.43
PP 40.48 40.48 40.48 40.01
S1 38.29 38.29 39.80 37.35
S2 36.40 36.40 39.42
S3 32.32 34.21 39.05
S4 28.24 30.13 37.93
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 52.72 50.53 42.41
R3 48.64 46.45 41.29
R2 44.56 44.56 40.92
R1 42.37 42.37 40.54 41.43
PP 40.48 40.48 40.48 40.01
S1 38.29 38.29 39.80 37.35
S2 36.40 36.40 39.42
S3 32.32 34.21 39.05
S4 28.24 30.13 37.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.68 38.60 4.08 10.2% 2.41 6.0% 38% True True 245,984
10 48.59 38.60 9.99 24.9% 2.90 7.2% 16% False True 262,288
20 48.59 38.60 9.99 24.9% 3.38 8.4% 16% False True 256,393
40 55.30 38.00 17.30 43.1% 3.80 9.5% 13% False False 160,209
60 63.58 38.00 25.58 63.7% 3.73 9.3% 8% False False 115,903
80 86.05 38.00 48.05 119.6% 4.02 10.0% 5% False False 90,024
100 111.00 38.00 73.00 181.7% 4.22 10.5% 3% False False 73,534
120 123.30 38.00 85.30 212.3% 4.08 10.1% 3% False False 61,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.95
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 60.02
2.618 53.36
1.618 49.28
1.000 46.76
0.618 45.20
HIGH 42.68
0.618 41.12
0.500 40.64
0.382 40.16
LOW 38.60
0.618 36.08
1.000 34.52
1.618 32.00
2.618 27.92
4.250 21.26
Fisher Pivots for day following 06-Feb-2009
Pivot 1 day 3 day
R1 40.64 40.64
PP 40.48 40.48
S1 40.33 40.33

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.