NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 23-Apr-2009
Day Change Summary
Previous Current
22-Apr-2009 23-Apr-2009 Change Change % Previous Week
Open 50.95 50.38 -0.57 -1.1% 56.41
High 51.14 51.38 0.24 0.5% 56.88
Low 49.72 50.09 0.37 0.7% 53.67
Close 50.70 51.07 0.37 0.7% 54.56
Range 1.42 1.29 -0.13 -9.2% 3.21
ATR 2.53 2.44 -0.09 -3.5% 0.00
Volume 100,257 95,249 -5,008 -5.0% 294,001
Daily Pivots for day following 23-Apr-2009
Classic Woodie Camarilla DeMark
R4 54.72 54.18 51.78
R3 53.43 52.89 51.42
R2 52.14 52.14 51.31
R1 51.60 51.60 51.19 51.87
PP 50.85 50.85 50.85 50.98
S1 50.31 50.31 50.95 50.58
S2 49.56 49.56 50.83
S3 48.27 49.02 50.72
S4 46.98 47.73 50.36
Weekly Pivots for week ending 17-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.67 62.82 56.33
R3 61.46 59.61 55.44
R2 58.25 58.25 55.15
R1 56.40 56.40 54.85 55.72
PP 55.04 55.04 55.04 54.70
S1 53.19 53.19 54.27 52.51
S2 51.83 51.83 53.97
S3 48.62 49.98 53.68
S4 45.41 46.77 52.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.28 49.07 6.21 12.2% 2.06 4.0% 32% False False 70,098
10 57.00 49.07 7.93 15.5% 2.12 4.2% 25% False False 68,157
20 57.50 49.07 8.43 16.5% 2.45 4.8% 24% False False 51,136
40 57.50 44.27 13.23 25.9% 2.54 5.0% 51% False False 35,762
60 57.50 42.19 15.31 30.0% 2.47 4.8% 58% False False 28,617
80 60.72 42.19 18.53 36.3% 2.63 5.2% 48% False False 24,272
100 61.20 42.19 19.01 37.2% 2.71 5.3% 47% False False 20,666
120 76.25 42.19 34.06 66.7% 2.65 5.2% 26% False False 17,763
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 56.86
2.618 54.76
1.618 53.47
1.000 52.67
0.618 52.18
HIGH 51.38
0.618 50.89
0.500 50.74
0.382 50.58
LOW 50.09
0.618 49.29
1.000 48.80
1.618 48.00
2.618 46.71
4.250 44.61
Fisher Pivots for day following 23-Apr-2009
Pivot 1 day 3 day
R1 50.96 50.79
PP 50.85 50.51
S1 50.74 50.24

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.