NYMEX Light Sweet Crude Oil Future May 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 49.12 46.53 -2.59 -5.3% 51.13
High 49.40 47.93 -1.47 -3.0% 52.00
Low 45.75 45.40 -0.35 -0.8% 48.11
Close 46.56 47.12 0.56 1.2% 49.51
Range 3.65 2.53 -1.12 -30.7% 3.89
ATR 3.33 3.28 -0.06 -1.7% 0.00
Volume 26,895 42,837 15,942 59.3% 130,338
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 54.41 53.29 48.51
R3 51.88 50.76 47.82
R2 49.35 49.35 47.58
R1 48.23 48.23 47.35 48.79
PP 46.82 46.82 46.82 47.10
S1 45.70 45.70 46.89 46.26
S2 44.29 44.29 46.66
S3 41.76 43.17 46.42
S4 39.23 40.64 45.73
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.54 59.42 51.65
R3 57.65 55.53 50.58
R2 53.76 53.76 50.22
R1 51.64 51.64 49.87 50.76
PP 49.87 49.87 49.87 49.43
S1 47.75 47.75 49.15 46.87
S2 45.98 45.98 48.80
S3 42.09 43.86 48.44
S4 38.20 39.97 47.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.00 45.40 6.60 14.0% 2.95 6.3% 26% False True 31,443
10 56.93 45.40 11.53 24.5% 3.02 6.4% 15% False True 26,704
20 58.31 41.25 17.06 36.2% 3.33 7.1% 34% False False 18,076
40 59.89 41.25 18.64 39.6% 3.27 6.9% 31% False False 15,050
60 75.10 41.25 33.85 71.8% 3.27 6.9% 17% False False 12,153
80 106.85 41.25 65.60 139.2% 3.04 6.5% 9% False False 9,848
100 119.50 41.25 78.25 166.1% 2.61 5.5% 8% False False 8,269
120 126.47 41.25 85.22 180.9% 2.21 4.7% 7% False False 7,024
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 True
Bear Hook False
Bull Hook False
Stretch 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.68
2.618 54.55
1.618 52.02
1.000 50.46
0.618 49.49
HIGH 47.93
0.618 46.96
0.500 46.67
0.382 46.37
LOW 45.40
0.618 43.84
1.000 42.87
1.618 41.31
2.618 38.78
4.250 34.65
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 46.97 48.48
PP 46.82 48.02
S1 46.67 47.57

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.