NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 45.20 47.06 1.86 4.1% 45.76
High 47.63 49.82 2.19 4.6% 48.83
Low 43.62 46.53 2.91 6.7% 42.08
Close 47.35 49.16 1.81 3.8% 46.25
Range 4.01 3.29 -0.72 -18.0% 6.75
ATR 3.34 3.33 0.00 -0.1% 0.00
Volume 221,028 240,078 19,050 8.6% 1,642,536
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 58.37 57.06 50.97
R3 55.08 53.77 50.06
R2 51.79 51.79 49.76
R1 50.48 50.48 49.46 51.14
PP 48.50 48.50 48.50 48.83
S1 47.19 47.19 48.86 47.85
S2 45.21 45.21 48.56
S3 41.92 43.90 48.26
S4 38.63 40.61 47.35
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.97 62.86 49.96
R3 59.22 56.11 48.11
R2 52.47 52.47 47.49
R1 49.36 49.36 46.87 50.92
PP 45.72 45.72 45.72 46.50
S1 42.61 42.61 45.63 44.17
S2 38.97 38.97 45.01
S3 32.22 35.86 44.39
S4 25.47 29.11 42.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.82 42.08 7.74 15.7% 3.70 7.5% 91% True False 281,341
10 49.82 41.04 8.78 17.9% 3.58 7.3% 92% True False 289,313
20 49.82 37.12 12.70 25.8% 3.27 6.7% 95% True False 274,994
40 50.88 37.12 13.76 28.0% 3.10 6.3% 88% False False 207,549
60 56.86 37.12 19.74 40.2% 3.27 6.7% 61% False False 149,235
80 59.57 37.12 22.45 45.7% 3.37 6.9% 54% False False 116,112
100 74.05 37.12 36.93 75.1% 3.51 7.1% 33% False False 94,339
120 106.70 37.12 69.58 141.5% 3.60 7.3% 17% False False 79,310
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 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.80
2.618 58.43
1.618 55.14
1.000 53.11
0.618 51.85
HIGH 49.82
0.618 48.56
0.500 48.18
0.382 47.79
LOW 46.53
0.618 44.50
1.000 43.24
1.618 41.21
2.618 37.92
4.250 32.55
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 48.83 48.35
PP 48.50 47.53
S1 48.18 46.72

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.