NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 46.71 49.44 2.73 5.8% 49.88
High 50.23 50.78 0.55 1.1% 50.83
Low 46.25 48.64 2.39 5.2% 46.25
Close 49.99 49.05 -0.94 -1.9% 49.05
Range 3.98 2.14 -1.84 -46.2% 4.58
ATR 2.79 2.74 -0.05 -1.7% 0.00
Volume 24,907 14,947 -9,960 -40.0% 108,689
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.91 54.62 50.23
R3 53.77 52.48 49.64
R2 51.63 51.63 49.44
R1 50.34 50.34 49.25 49.92
PP 49.49 49.49 49.49 49.28
S1 48.20 48.20 48.85 47.78
S2 47.35 47.35 48.66
S3 45.21 46.06 48.46
S4 43.07 43.92 47.87
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 62.45 60.33 51.57
R3 57.87 55.75 50.31
R2 53.29 53.29 49.89
R1 51.17 51.17 49.47 49.94
PP 48.71 48.71 48.71 48.10
S1 46.59 46.59 48.63 45.36
S2 44.13 44.13 48.21
S3 39.55 42.01 47.79
S4 34.97 37.43 46.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.83 46.25 4.58 9.3% 2.81 5.7% 61% False False 21,737
10 50.83 44.27 6.56 13.4% 2.76 5.6% 73% False False 19,438
20 50.83 42.19 8.64 17.6% 2.75 5.6% 79% False False 19,150
40 55.16 42.19 12.97 26.4% 2.56 5.2% 53% False False 16,024
60 60.72 42.19 18.53 37.8% 2.73 5.6% 37% False False 13,632
80 64.57 42.19 22.38 45.6% 2.78 5.7% 31% False False 11,419
100 78.55 42.19 36.36 74.1% 2.62 5.3% 19% False False 9,706
120 110.25 42.19 68.06 138.8% 2.41 4.9% 10% False False 8,430
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 False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 59.88
2.618 56.38
1.618 54.24
1.000 52.92
0.618 52.10
HIGH 50.78
0.618 49.96
0.500 49.71
0.382 49.46
LOW 48.64
0.618 47.32
1.000 46.50
1.618 45.18
2.618 43.04
4.250 39.55
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 49.71 48.87
PP 49.49 48.69
S1 49.27 48.52

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.