NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 52.04 53.17 1.13 2.2% 50.12
High 54.24 53.17 -1.07 -2.0% 53.13
Low 51.77 49.62 -2.15 -4.2% 48.25
Close 51.96 49.86 -2.10 -4.0% 53.04
Range 2.47 3.55 1.08 43.7% 4.88
ATR 3.15 3.18 0.03 0.9% 0.00
Volume 11,907 14,136 2,229 18.7% 54,294
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 61.53 59.25 51.81
R3 57.98 55.70 50.84
R2 54.43 54.43 50.51
R1 52.15 52.15 50.19 51.52
PP 50.88 50.88 50.88 50.57
S1 48.60 48.60 49.53 47.97
S2 47.33 47.33 49.21
S3 43.78 45.05 48.88
S4 40.23 41.50 47.91
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 66.11 64.46 55.72
R3 61.23 59.58 54.38
R2 56.35 56.35 53.93
R1 54.70 54.70 53.49 55.53
PP 51.47 51.47 51.47 51.89
S1 49.82 49.82 52.59 50.65
S2 46.59 46.59 52.15
S3 41.71 44.94 51.70
S4 36.83 40.06 50.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.24 48.25 5.99 12.0% 2.96 5.9% 27% False False 14,195
10 55.16 48.25 6.91 13.9% 2.89 5.8% 23% False False 12,943
20 60.72 46.55 14.17 28.4% 3.12 6.3% 23% False False 11,237
40 61.20 43.67 17.53 35.2% 3.06 6.1% 35% False False 8,740
60 76.25 43.67 32.58 65.3% 2.83 5.7% 19% False False 6,909
80 94.90 43.67 51.23 102.7% 2.57 5.2% 12% False False 5,841
100 112.96 43.67 69.29 139.0% 2.25 4.5% 9% False False 4,851
120 123.73 43.67 80.06 160.6% 1.94 3.9% 8% False False 4,120
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.26
2.618 62.46
1.618 58.91
1.000 56.72
0.618 55.36
HIGH 53.17
0.618 51.81
0.500 51.40
0.382 50.98
LOW 49.62
0.618 47.43
1.000 46.07
1.618 43.88
2.618 40.33
4.250 34.53
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 51.40 51.52
PP 50.88 50.97
S1 50.37 50.41

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.