NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 01-Apr-2009
Day Change Summary
Previous Current
31-Mar-2009 01-Apr-2009 Change Change % Previous Week
Open 52.04 52.03 -0.01 0.0% 55.92
High 53.19 52.06 -1.13 -2.1% 57.29
Low 50.99 50.63 -0.36 -0.7% 54.50
Close 52.85 51.77 -1.08 -2.0% 55.48
Range 2.20 1.43 -0.77 -35.0% 2.79
ATR 2.66 2.63 -0.03 -1.2% 0.00
Volume 26,691 37,028 10,337 38.7% 114,028
Daily Pivots for day following 01-Apr-2009
Classic Woodie Camarilla DeMark
R4 55.78 55.20 52.56
R3 54.35 53.77 52.16
R2 52.92 52.92 52.03
R1 52.34 52.34 51.90 51.92
PP 51.49 51.49 51.49 51.27
S1 50.91 50.91 51.64 50.49
S2 50.06 50.06 51.51
S3 48.63 49.48 51.38
S4 47.20 48.05 50.98
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.13 62.59 57.01
R3 61.34 59.80 56.25
R2 58.55 58.55 55.99
R1 57.01 57.01 55.74 56.39
PP 55.76 55.76 55.76 55.44
S1 54.22 54.22 55.22 53.60
S2 52.97 52.97 54.97
S3 50.18 51.43 54.71
S4 47.39 48.64 53.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.28 50.63 6.65 12.8% 2.32 4.5% 17% False True 27,390
10 57.29 50.63 6.66 12.9% 2.20 4.2% 17% False True 24,915
20 57.29 46.25 11.04 21.3% 2.48 4.8% 50% False False 22,367
40 57.29 42.19 15.10 29.2% 2.54 4.9% 63% False False 19,339
60 60.72 42.19 18.53 35.8% 2.54 4.9% 52% False False 16,974
80 60.72 42.19 18.53 35.8% 2.76 5.3% 52% False False 14,525
100 70.85 42.19 28.66 55.4% 2.71 5.2% 33% False False 12,316
120 88.71 42.19 46.52 89.9% 2.57 5.0% 21% False False 10,724
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 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.14
2.618 55.80
1.618 54.37
1.000 53.49
0.618 52.94
HIGH 52.06
0.618 51.51
0.500 51.35
0.382 51.18
LOW 50.63
0.618 49.75
1.000 49.20
1.618 48.32
2.618 46.89
4.250 44.55
Fisher Pivots for day following 01-Apr-2009
Pivot 1 day 3 day
R1 51.63 52.87
PP 51.49 52.50
S1 51.35 52.14

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.