NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 28-Jan-2009
Day Change Summary
Previous Current
27-Jan-2009 28-Jan-2009 Change Change % Previous Week
Open 48.45 45.40 -3.05 -6.3% 47.12
High 49.85 47.47 -2.38 -4.8% 49.43
Low 44.74 44.55 -0.19 -0.4% 43.19
Close 44.90 46.07 1.17 2.6% 49.21
Range 5.11 2.92 -2.19 -42.9% 6.24
ATR 3.76 3.70 -0.06 -1.6% 0.00
Volume 85,911 116,304 30,393 35.4% 429,812
Daily Pivots for day following 28-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.79 53.35 47.68
R3 51.87 50.43 46.87
R2 48.95 48.95 46.61
R1 47.51 47.51 46.34 48.23
PP 46.03 46.03 46.03 46.39
S1 44.59 44.59 45.80 45.31
S2 43.11 43.11 45.53
S3 40.19 41.67 45.27
S4 37.27 38.75 44.46
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.00 63.84 52.64
R3 59.76 57.60 50.93
R2 53.52 53.52 50.35
R1 51.36 51.36 49.78 52.44
PP 47.28 47.28 47.28 47.82
S1 45.12 45.12 48.64 46.20
S2 41.04 41.04 48.07
S3 34.80 38.88 47.49
S4 28.56 32.64 45.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.88 43.48 7.40 16.1% 3.91 8.5% 35% False False 100,407
10 50.88 43.19 7.69 16.7% 3.59 7.8% 37% False False 90,574
20 56.86 43.15 13.71 29.8% 3.80 8.2% 21% False False 60,934
40 57.39 39.82 17.57 38.1% 3.63 7.9% 36% False False 40,169
60 74.05 39.82 34.23 74.3% 3.74 8.1% 18% False False 29,783
80 95.28 39.82 55.46 120.4% 3.85 8.4% 11% False False 23,697
100 111.15 39.82 71.33 154.8% 3.64 7.9% 9% False False 19,556
120 123.58 39.82 83.76 181.8% 3.20 6.9% 7% False False 16,506
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 0.94
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.88
2.618 55.11
1.618 52.19
1.000 50.39
0.618 49.27
HIGH 47.47
0.618 46.35
0.500 46.01
0.382 45.67
LOW 44.55
0.618 42.75
1.000 41.63
1.618 39.83
2.618 36.91
4.250 32.14
Fisher Pivots for day following 28-Jan-2009
Pivot 1 day 3 day
R1 46.05 47.72
PP 46.03 47.17
S1 46.01 46.62

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.