NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 47.74 48.87 1.13 2.4% 48.80
High 49.34 51.70 2.36 4.8% 50.25
Low 45.95 48.19 2.24 4.9% 45.08
Close 49.11 51.21 2.10 4.3% 48.11
Range 3.39 3.51 0.12 3.5% 5.17
ATR 2.92 2.96 0.04 1.4% 0.00
Volume 42,051 49,212 7,161 17.0% 343,566
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 60.90 59.56 53.14
R3 57.39 56.05 52.18
R2 53.88 53.88 51.85
R1 52.54 52.54 51.53 53.21
PP 50.37 50.37 50.37 50.70
S1 49.03 49.03 50.89 49.70
S2 46.86 46.86 50.57
S3 43.35 45.52 50.24
S4 39.84 42.01 49.28
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.32 60.89 50.95
R3 58.15 55.72 49.53
R2 52.98 52.98 49.06
R1 50.55 50.55 48.58 49.18
PP 47.81 47.81 47.81 47.13
S1 45.38 45.38 47.64 44.01
S2 42.64 42.64 47.16
S3 37.47 40.21 46.69
S4 32.30 35.04 45.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.70 45.08 6.62 12.9% 3.29 6.4% 93% True False 60,160
10 51.70 44.20 7.50 14.6% 3.05 5.9% 93% True False 59,099
20 51.70 40.85 10.85 21.2% 2.88 5.6% 95% True False 53,050
40 53.37 40.85 12.52 24.4% 2.75 5.4% 83% False False 43,973
60 59.66 40.85 18.81 36.7% 2.91 5.7% 55% False False 36,946
80 61.33 40.85 20.48 40.0% 3.08 6.0% 51% False False 33,021
100 76.00 40.85 35.15 68.6% 3.25 6.3% 29% False False 29,223
120 108.35 40.85 67.50 131.8% 3.36 6.6% 15% False False 26,075
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 3 trading days
Fibonacci Retracements and Extensions
4.250 66.62
2.618 60.89
1.618 57.38
1.000 55.21
0.618 53.87
HIGH 51.70
0.618 50.36
0.500 49.95
0.382 49.53
LOW 48.19
0.618 46.02
1.000 44.68
1.618 42.51
2.618 39.00
4.250 33.27
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 50.79 50.42
PP 50.37 49.62
S1 49.95 48.83

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.