NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 54.19 50.12 -4.07 -7.5% 52.62
High 54.72 51.06 -3.66 -6.7% 55.16
Low 52.27 48.87 -3.40 -6.5% 51.41
Close 52.79 49.64 -3.15 -6.0% 52.79
Range 2.45 2.19 -0.26 -10.6% 3.75
ATR 3.21 3.26 0.05 1.6% 0.00
Volume 12,070 9,360 -2,710 -22.5% 59,772
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 56.43 55.22 50.84
R3 54.24 53.03 50.24
R2 52.05 52.05 50.04
R1 50.84 50.84 49.84 50.35
PP 49.86 49.86 49.86 49.61
S1 48.65 48.65 49.44 48.16
S2 47.67 47.67 49.24
S3 45.48 46.46 49.04
S4 43.29 44.27 48.44
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.37 62.33 54.85
R3 60.62 58.58 53.82
R2 56.87 56.87 53.48
R1 54.83 54.83 53.13 55.85
PP 53.12 53.12 53.12 53.63
S1 51.08 51.08 52.45 52.10
S2 49.37 49.37 52.10
S3 45.62 47.33 51.76
S4 41.87 43.58 50.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.16 48.87 6.29 12.7% 2.82 5.7% 12% False True 11,691
10 60.72 48.87 11.85 23.9% 2.68 5.4% 6% False True 11,621
20 60.72 43.67 17.05 34.3% 3.04 6.1% 35% False False 9,557
40 61.20 43.67 17.53 35.3% 3.02 6.1% 34% False False 7,486
60 76.25 43.67 32.58 65.6% 2.73 5.5% 18% False False 5,987
80 108.05 43.67 64.38 129.7% 2.42 4.9% 9% False False 5,042
100 119.87 43.67 76.20 153.5% 2.14 4.3% 8% False False 4,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 60.37
2.618 56.79
1.618 54.60
1.000 53.25
0.618 52.41
HIGH 51.06
0.618 50.22
0.500 49.97
0.382 49.71
LOW 48.87
0.618 47.52
1.000 46.68
1.618 45.33
2.618 43.14
4.250 39.56
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 49.97 52.02
PP 49.86 51.22
S1 49.75 50.43

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.