NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 47.12 44.14 -2.98 -6.3% 49.00
High 47.12 46.38 -0.74 -1.6% 49.48
Low 43.19 43.35 0.16 0.4% 45.43
Close 44.25 45.55 1.30 2.9% 47.02
Range 3.93 3.03 -0.90 -22.9% 4.05
ATR 3.66 3.62 -0.05 -1.2% 0.00
Volume 68,482 133,685 65,203 95.2% 286,284
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.18 52.90 47.22
R3 51.15 49.87 46.38
R2 48.12 48.12 46.11
R1 46.84 46.84 45.83 47.48
PP 45.09 45.09 45.09 45.42
S1 43.81 43.81 45.27 44.45
S2 42.06 42.06 44.99
S3 39.03 40.78 44.72
S4 36.00 37.75 43.88
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 59.46 57.29 49.25
R3 55.41 53.24 48.13
R2 51.36 51.36 47.76
R1 49.19 49.19 47.39 48.25
PP 47.31 47.31 47.31 46.84
S1 45.14 45.14 46.65 44.20
S2 43.26 43.26 46.28
S3 39.21 41.09 45.91
S4 35.16 37.04 44.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.48 43.19 6.29 13.8% 3.27 7.2% 38% False False 80,741
10 55.58 43.19 12.39 27.2% 3.35 7.4% 19% False False 61,873
20 56.86 39.82 17.04 37.4% 3.66 8.0% 34% False False 39,671
40 59.57 39.82 19.75 43.4% 3.66 8.0% 29% False False 29,183
60 74.05 39.82 34.23 75.1% 3.77 8.3% 17% False False 22,049
80 105.85 39.82 66.03 145.0% 3.90 8.6% 9% False False 17,641
100 120.30 39.82 80.48 176.7% 3.56 7.8% 7% False False 14,639
120 126.60 39.82 86.78 190.5% 3.04 6.7% 7% False False 12,366
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.71
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.26
2.618 54.31
1.618 51.28
1.000 49.41
0.618 48.25
HIGH 46.38
0.618 45.22
0.500 44.87
0.382 44.51
LOW 43.35
0.618 41.48
1.000 40.32
1.618 38.45
2.618 35.42
4.250 30.47
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 45.32 46.16
PP 45.09 45.95
S1 44.87 45.75

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.