NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 16-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 16-Mar-2009 Change Change % Previous Week
Open 48.00 46.38 -1.62 -3.4% 47.72
High 48.90 48.29 -0.61 -1.2% 49.60
Low 46.56 44.72 -1.84 -4.0% 43.74
Close 47.03 48.05 1.02 2.2% 47.03
Range 2.34 3.57 1.23 52.6% 5.86
ATR 3.02 3.06 0.04 1.3% 0.00
Volume 203,658 126,309 -77,349 -38.0% 980,925
Daily Pivots for day following 16-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.73 56.46 50.01
R3 54.16 52.89 49.03
R2 50.59 50.59 48.70
R1 49.32 49.32 48.38 49.96
PP 47.02 47.02 47.02 47.34
S1 45.75 45.75 47.72 46.39
S2 43.45 43.45 47.40
S3 39.88 42.18 47.07
S4 36.31 38.61 46.09
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.37 61.56 50.25
R3 58.51 55.70 48.64
R2 52.65 52.65 48.10
R1 49.84 49.84 47.57 48.32
PP 46.79 46.79 46.79 46.03
S1 43.98 43.98 46.49 42.46
S2 40.93 40.93 45.96
S3 35.07 38.12 45.42
S4 29.21 32.26 43.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.26 43.74 5.52 11.5% 3.28 6.8% 78% False False 187,508
10 49.60 41.75 7.85 16.3% 3.16 6.6% 80% False False 152,155
20 49.60 39.42 10.18 21.2% 3.11 6.5% 85% False False 124,326
40 52.34 39.42 12.92 26.9% 2.88 6.0% 67% False False 84,267
60 58.31 39.42 18.89 39.3% 3.03 6.3% 46% False False 61,333
80 59.89 39.42 20.47 42.6% 3.06 6.4% 42% False False 48,665
100 75.10 39.42 35.68 74.3% 3.12 6.5% 24% False False 40,113
120 109.58 39.42 70.16 146.0% 2.97 6.2% 12% False False 33,901
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 0.72
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.46
2.618 57.64
1.618 54.07
1.000 51.86
0.618 50.50
HIGH 48.29
0.618 46.93
0.500 46.51
0.382 46.08
LOW 44.72
0.618 42.51
1.000 41.15
1.618 38.94
2.618 35.37
4.250 29.55
Fisher Pivots for day following 16-Mar-2009
Pivot 1 day 3 day
R1 47.54 47.50
PP 47.02 46.94
S1 46.51 46.39

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.