NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 20-Feb-2009
Day Change Summary
Previous Current
19-Feb-2009 20-Feb-2009 Change Change % Previous Week
Open 42.82 44.46 1.64 3.8% 48.62
High 45.39 45.00 -0.39 -0.9% 48.65
Low 42.19 42.80 0.61 1.4% 42.19
Close 45.31 44.76 -0.55 -1.2% 44.76
Range 3.20 2.20 -1.00 -31.3% 6.46
ATR 2.68 2.67 -0.01 -0.4% 0.00
Volume 16,375 18,771 2,396 14.6% 76,469
Daily Pivots for day following 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 50.79 49.97 45.97
R3 48.59 47.77 45.37
R2 46.39 46.39 45.16
R1 45.57 45.57 44.96 45.98
PP 44.19 44.19 44.19 44.39
S1 43.37 43.37 44.56 43.78
S2 41.99 41.99 44.36
S3 39.79 41.17 44.16
S4 37.59 38.97 43.55
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 64.58 61.13 48.31
R3 58.12 54.67 46.54
R2 51.66 51.66 45.94
R1 48.21 48.21 45.35 46.71
PP 45.20 45.20 45.20 44.45
S1 41.75 41.75 44.17 40.25
S2 38.74 38.74 43.58
S3 32.28 35.29 42.98
S4 25.82 28.83 41.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.38 42.19 7.19 16.1% 2.91 6.5% 36% False False 18,904
10 53.21 42.19 11.02 24.6% 2.63 5.9% 23% False False 16,612
20 54.24 42.19 12.05 26.9% 2.45 5.5% 21% False False 14,264
40 60.72 42.19 18.53 41.4% 2.73 6.1% 14% False False 12,299
60 61.20 42.19 19.01 42.5% 2.84 6.3% 14% False False 10,143
80 76.25 42.19 34.06 76.1% 2.69 6.0% 8% False False 8,394
100 102.25 42.19 60.06 134.2% 2.45 5.5% 4% False False 7,190
120 118.21 42.19 76.02 169.8% 2.23 5.0% 3% False False 6,106
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 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 54.35
2.618 50.76
1.618 48.56
1.000 47.20
0.618 46.36
HIGH 45.00
0.618 44.16
0.500 43.90
0.382 43.64
LOW 42.80
0.618 41.44
1.000 40.60
1.618 39.24
2.618 37.04
4.250 33.45
Fisher Pivots for day following 20-Feb-2009
Pivot 1 day 3 day
R1 44.47 44.44
PP 44.19 44.11
S1 43.90 43.79

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.