NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 44.72 48.09 3.37 7.5% 43.58
High 48.35 48.20 -0.15 -0.3% 48.80
Low 44.20 46.00 1.80 4.1% 42.18
Close 48.09 46.77 -1.32 -2.7% 48.05
Range 4.15 2.20 -1.95 -47.0% 6.62
ATR 2.92 2.87 -0.05 -1.8% 0.00
Volume 37,885 65,800 27,915 73.7% 238,305
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 53.59 52.38 47.98
R3 51.39 50.18 47.38
R2 49.19 49.19 47.17
R1 47.98 47.98 46.97 47.49
PP 46.99 46.99 46.99 46.74
S1 45.78 45.78 46.57 45.29
S2 44.79 44.79 46.37
S3 42.59 43.58 46.17
S4 40.39 41.38 45.56
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.20 63.75 51.69
R3 59.58 57.13 49.87
R2 52.96 52.96 49.26
R1 50.51 50.51 48.66 51.74
PP 46.34 46.34 46.34 46.96
S1 43.89 43.89 47.44 45.12
S2 39.72 39.72 46.84
S3 33.10 37.27 46.23
S4 26.48 30.65 44.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.55 43.03 5.52 11.8% 3.01 6.4% 68% False False 48,528
10 48.80 41.46 7.34 15.7% 2.81 6.0% 72% False False 47,587
20 51.93 40.85 11.08 23.7% 2.73 5.8% 53% False False 44,011
40 57.95 40.85 17.10 36.6% 2.74 5.8% 35% False False 37,633
60 59.66 40.85 18.81 40.2% 3.00 6.4% 31% False False 32,320
80 70.47 40.85 29.62 63.3% 3.10 6.6% 20% False False 28,259
100 87.13 40.85 46.28 99.0% 3.33 7.1% 13% False False 25,391
120 109.98 40.85 69.13 147.8% 3.44 7.4% 9% False False 22,553
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 57.55
2.618 53.96
1.618 51.76
1.000 50.40
0.618 49.56
HIGH 48.20
0.618 47.36
0.500 47.10
0.382 46.84
LOW 46.00
0.618 44.64
1.000 43.80
1.618 42.44
2.618 40.24
4.250 36.65
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 47.10 46.41
PP 46.99 46.05
S1 46.88 45.69

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.