NYMEX Light Sweet Crude Oil Future June 2009


Trading Metrics calculated at close of trading on 11-May-2009
Day Change Summary
Previous Current
08-May-2009 11-May-2009 Change Change % Previous Week
Open 56.50 58.49 1.99 3.5% 52.62
High 58.75 58.63 -0.12 -0.2% 58.75
Low 56.15 56.78 0.63 1.1% 52.56
Close 58.63 58.50 -0.13 -0.2% 58.63
Range 2.60 1.85 -0.75 -28.8% 6.19
ATR 2.52 2.47 -0.05 -1.9% 0.00
Volume 377,826 291,819 -86,007 -22.8% 1,424,966
Daily Pivots for day following 11-May-2009
Classic Woodie Camarilla DeMark
R4 63.52 62.86 59.52
R3 61.67 61.01 59.01
R2 59.82 59.82 58.84
R1 59.16 59.16 58.67 59.49
PP 57.97 57.97 57.97 58.14
S1 57.31 57.31 58.33 57.64
S2 56.12 56.12 58.16
S3 54.27 55.46 57.99
S4 52.42 53.61 57.48
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.22 73.11 62.03
R3 69.03 66.92 60.33
R2 62.84 62.84 59.76
R1 60.73 60.73 59.20 61.79
PP 56.65 56.65 56.65 57.17
S1 54.54 54.54 58.06 55.60
S2 50.46 50.46 57.50
S3 44.27 48.35 56.93
S4 38.08 42.16 55.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.75 53.50 5.25 9.0% 2.36 4.0% 95% False False 293,607
10 58.75 48.55 10.20 17.4% 2.28 3.9% 98% False False 261,202
20 58.75 46.72 12.03 20.6% 2.28 3.9% 98% False False 235,723
40 58.75 45.95 12.80 21.9% 2.57 4.4% 98% False False 165,553
60 58.75 40.85 17.90 30.6% 2.68 4.6% 99% False False 128,042
80 58.75 40.85 17.90 30.6% 2.65 4.5% 99% False False 104,476
100 59.66 40.85 18.81 32.2% 2.78 4.7% 94% False False 88,019
120 63.70 40.85 22.85 39.1% 2.90 5.0% 77% False False 76,616
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 66.49
2.618 63.47
1.618 61.62
1.000 60.48
0.618 59.77
HIGH 58.63
0.618 57.92
0.500 57.71
0.382 57.49
LOW 56.78
0.618 55.64
1.000 54.93
1.618 53.79
2.618 51.94
4.250 48.92
Fisher Pivots for day following 11-May-2009
Pivot 1 day 3 day
R1 58.24 58.04
PP 57.97 57.57
S1 57.71 57.11

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.