NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 48.90 46.34 -2.56 -5.2% 50.36
High 49.02 46.88 -2.14 -4.4% 52.34
Low 46.08 45.95 -0.13 -0.3% 47.00
Close 46.17 46.13 -0.04 -0.1% 48.52
Range 2.94 0.93 -2.01 -68.4% 5.34
ATR 3.16 3.00 -0.16 -5.0% 0.00
Volume 24,754 35,203 10,449 42.2% 185,017
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 49.11 48.55 46.64
R3 48.18 47.62 46.39
R2 47.25 47.25 46.30
R1 46.69 46.69 46.22 46.51
PP 46.32 46.32 46.32 46.23
S1 45.76 45.76 46.04 45.58
S2 45.39 45.39 45.96
S3 44.46 44.83 45.87
S4 43.53 43.90 45.62
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 65.31 62.25 51.46
R3 59.97 56.91 49.99
R2 54.63 54.63 49.50
R1 51.57 51.57 49.01 50.43
PP 49.29 49.29 49.29 48.72
S1 46.23 46.23 48.03 45.09
S2 43.95 43.95 47.54
S3 38.61 40.89 47.05
S4 33.27 35.55 45.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.30 45.95 4.35 9.4% 2.16 4.7% 4% False True 37,240
10 52.34 45.40 6.94 15.0% 2.82 6.1% 11% False False 36,413
20 58.31 45.40 12.91 28.0% 2.94 6.4% 6% False False 30,256
40 58.31 41.25 17.06 37.0% 3.19 6.9% 29% False False 21,077
60 69.72 41.25 28.47 61.7% 3.20 6.9% 17% False False 16,589
80 89.02 41.25 47.77 103.6% 3.17 6.9% 10% False False 13,639
100 109.58 41.25 68.33 148.1% 2.83 6.1% 7% False False 11,321
120 123.71 41.25 82.46 178.8% 2.40 5.2% 6% False False 9,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.77
Narrowest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 50.83
2.618 49.31
1.618 48.38
1.000 47.81
0.618 47.45
HIGH 46.88
0.618 46.52
0.500 46.42
0.382 46.31
LOW 45.95
0.618 45.38
1.000 45.02
1.618 44.45
2.618 43.52
4.250 42.00
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 46.42 48.13
PP 46.32 47.46
S1 46.23 46.80

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.