NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 42.55 44.62 2.07 4.9% 45.06
High 44.93 47.55 2.62 5.8% 45.64
Low 41.98 44.59 2.61 6.2% 39.42
Close 44.66 47.47 2.81 6.3% 42.17
Range 2.95 2.96 0.01 0.3% 6.22
ATR 2.80 2.81 0.01 0.4% 0.00
Volume 97,192 129,163 31,971 32.9% 334,622
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.42 54.40 49.10
R3 52.46 51.44 48.28
R2 49.50 49.50 48.01
R1 48.48 48.48 47.74 48.99
PP 46.54 46.54 46.54 46.79
S1 45.52 45.52 47.20 46.03
S2 43.58 43.58 46.93
S3 40.62 42.56 46.66
S4 37.66 39.60 45.84
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 61.07 57.84 45.59
R3 54.85 51.62 43.88
R2 48.63 48.63 43.31
R1 45.40 45.40 42.74 43.91
PP 42.41 42.41 42.41 41.66
S1 39.18 39.18 41.60 37.69
S2 36.19 36.19 41.03
S3 29.97 32.96 40.46
S4 23.75 26.74 38.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.55 39.95 7.60 16.0% 2.72 5.7% 99% True False 99,829
10 47.55 39.42 8.13 17.1% 2.76 5.8% 99% True False 90,011
20 50.47 39.42 11.05 23.3% 2.52 5.3% 73% False False 66,669
40 58.31 39.42 18.89 39.8% 2.99 6.3% 43% False False 46,221
60 58.40 39.42 18.98 40.0% 3.02 6.4% 42% False False 34,613
80 75.10 39.42 35.68 75.2% 3.17 6.7% 23% False False 27,789
100 94.50 39.42 55.08 116.0% 3.07 6.5% 15% False False 23,019
120 110.69 39.42 71.27 150.1% 2.72 5.7% 11% False False 19,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.13
2.618 55.30
1.618 52.34
1.000 50.51
0.618 49.38
HIGH 47.55
0.618 46.42
0.500 46.07
0.382 45.72
LOW 44.59
0.618 42.76
1.000 41.63
1.618 39.80
2.618 36.84
4.250 32.01
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 47.00 46.36
PP 46.54 45.25
S1 46.07 44.14

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.