NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 09-Dec-2008
Day Change Summary
Previous Current
08-Dec-2008 09-Dec-2008 Change Change % Previous Week
Open 49.04 51.71 2.67 5.4% 58.08
High 51.95 52.07 0.12 0.2% 58.40
Low 49.04 49.68 0.64 1.3% 47.37
Close 51.64 49.90 -1.74 -3.4% 47.61
Range 2.91 2.39 -0.52 -17.9% 11.03
ATR 3.43 3.35 -0.07 -2.2% 0.00
Volume 16,979 15,231 -1,748 -10.3% 49,140
Daily Pivots for day following 09-Dec-2008
Classic Woodie Camarilla DeMark
R4 57.72 56.20 51.21
R3 55.33 53.81 50.56
R2 52.94 52.94 50.34
R1 51.42 51.42 50.12 50.99
PP 50.55 50.55 50.55 50.33
S1 49.03 49.03 49.68 48.60
S2 48.16 48.16 49.46
S3 45.77 46.64 49.24
S4 43.38 44.25 48.59
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 84.22 76.94 53.68
R3 73.19 65.91 50.64
R2 62.16 62.16 49.63
R1 54.88 54.88 48.62 53.01
PP 51.13 51.13 51.13 50.19
S1 43.85 43.85 46.60 41.98
S2 40.10 40.10 45.59
S3 29.07 32.82 44.58
S4 18.04 21.79 41.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.35 47.37 5.98 12.0% 2.45 4.9% 42% False False 13,457
10 59.89 47.37 12.52 25.1% 2.94 5.9% 20% False False 10,820
20 65.96 47.37 18.59 37.3% 3.03 6.1% 14% False False 8,907
40 86.05 47.37 38.68 77.5% 3.20 6.4% 7% False False 7,137
60 109.58 47.37 62.21 124.7% 2.68 5.4% 4% False False 5,569
80 123.71 47.37 76.34 153.0% 2.08 4.2% 3% False False 4,521
100 133.68 47.37 86.31 173.0% 1.72 3.5% 3% False False 3,747
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 62.23
2.618 58.33
1.618 55.94
1.000 54.46
0.618 53.55
HIGH 52.07
0.618 51.16
0.500 50.88
0.382 50.59
LOW 49.68
0.618 48.20
1.000 47.29
1.618 45.81
2.618 43.42
4.250 39.52
Fisher Pivots for day following 09-Dec-2008
Pivot 1 day 3 day
R1 50.88 49.84
PP 50.55 49.78
S1 50.23 49.72

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.