NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 49.06 45.00 -4.06 -8.3% 46.28
High 49.06 47.15 -1.91 -3.9% 50.55
Low 45.40 45.00 -0.40 -0.9% 44.41
Close 45.65 46.88 1.23 2.7% 49.82
Range 3.66 2.15 -1.51 -41.3% 6.14
ATR 2.40 2.38 -0.02 -0.7% 0.00
Volume 8,284 6,585 -1,699 -20.5% 51,624
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 52.79 51.99 48.06
R3 50.64 49.84 47.47
R2 48.49 48.49 47.27
R1 47.69 47.69 47.08 48.09
PP 46.34 46.34 46.34 46.55
S1 45.54 45.54 46.68 45.94
S2 44.19 44.19 46.49
S3 42.04 43.39 46.29
S4 39.89 41.24 45.70
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 66.68 64.39 53.20
R3 60.54 58.25 51.51
R2 54.40 54.40 50.95
R1 52.11 52.11 50.38 53.26
PP 48.26 48.26 48.26 48.83
S1 45.97 45.97 49.26 47.12
S2 42.12 42.12 48.69
S3 35.98 39.83 48.13
S4 29.84 33.69 46.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.55 45.00 5.55 11.8% 2.63 5.6% 34% False True 9,872
10 50.55 43.34 7.21 15.4% 2.40 5.1% 49% False False 8,760
20 54.10 43.34 10.76 23.0% 2.12 4.5% 33% False False 7,853
40 60.48 43.34 17.14 36.6% 2.03 4.3% 21% False False 6,600
60 60.48 43.34 17.14 36.6% 1.80 3.8% 21% False False 5,369
80 72.08 43.34 28.74 61.3% 1.63 3.5% 12% False False 4,484
100 89.88 43.34 46.54 99.3% 1.63 3.5% 8% False False 3,919
120 109.67 43.34 66.33 141.5% 1.48 3.2% 5% False False 3,368
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.29
2.618 52.78
1.618 50.63
1.000 49.30
0.618 48.48
HIGH 47.15
0.618 46.33
0.500 46.08
0.382 45.82
LOW 45.00
0.618 43.67
1.000 42.85
1.618 41.52
2.618 39.37
4.250 35.86
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 46.61 47.50
PP 46.34 47.29
S1 46.08 47.09

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.