NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
17-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 47.65 49.41 1.76 3.7% 47.72
High 50.60 50.60 0.00 0.0% 49.60
Low 47.21 47.20 -0.01 0.0% 43.74
Close 50.04 50.44 0.40 0.8% 47.03
Range 3.39 3.40 0.01 0.3% 5.86
ATR 3.09 3.11 0.02 0.7% 0.00
Volume 160,952 166,614 5,662 3.5% 980,925
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 59.61 58.43 52.31
R3 56.21 55.03 51.38
R2 52.81 52.81 51.06
R1 51.63 51.63 50.75 52.22
PP 49.41 49.41 49.41 49.71
S1 48.23 48.23 50.13 48.82
S2 46.01 46.01 49.82
S3 42.61 44.83 49.51
S4 39.21 41.43 48.57
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 50.60 43.88 6.72 13.3% 3.40 6.7% 98% True False 172,335
10 50.60 43.74 6.86 13.6% 3.16 6.3% 98% True False 167,820
20 50.60 39.42 11.18 22.2% 3.09 6.1% 99% True False 133,001
40 52.34 39.42 12.92 25.6% 2.89 5.7% 85% False False 91,081
60 58.31 39.42 18.89 37.5% 3.03 6.0% 58% False False 66,287
80 59.89 39.42 20.47 40.6% 3.11 6.2% 54% False False 52,641
100 75.10 39.42 35.68 70.7% 3.12 6.2% 31% False False 43,340
120 107.65 39.42 68.23 135.3% 2.97 5.9% 16% False False 36,583
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 0.78
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.05
2.618 59.50
1.618 56.10
1.000 54.00
0.618 52.70
HIGH 50.60
0.618 49.30
0.500 48.90
0.382 48.50
LOW 47.20
0.618 45.10
1.000 43.80
1.618 41.70
2.618 38.30
4.250 32.75
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 49.93 49.51
PP 49.41 48.59
S1 48.90 47.66

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.