NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 50.50 49.71 -0.79 -1.6% 49.06
High 51.45 49.71 -1.74 -3.4% 50.50
Low 49.56 47.28 -2.28 -4.6% 45.00
Close 49.71 47.28 -2.43 -4.9% 50.23
Range 1.89 2.43 0.54 28.6% 5.50
ATR 2.33 2.33 0.01 0.3% 0.00
Volume 16,204 11,748 -4,456 -27.5% 53,837
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 55.38 53.76 48.62
R3 52.95 51.33 47.95
R2 50.52 50.52 47.73
R1 48.90 48.90 47.50 48.50
PP 48.09 48.09 48.09 47.89
S1 46.47 46.47 47.06 46.07
S2 45.66 45.66 46.83
S3 43.23 44.04 46.61
S4 40.80 41.61 45.94
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.08 63.15 53.26
R3 59.58 57.65 51.74
R2 54.08 54.08 51.24
R1 52.15 52.15 50.73 53.12
PP 48.58 48.58 48.58 49.06
S1 46.65 46.65 49.73 47.62
S2 43.08 43.08 49.22
S3 37.58 41.15 48.72
S4 32.08 35.65 47.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.45 47.28 4.17 8.8% 2.07 4.4% 0% False True 13,175
10 51.45 45.00 6.45 13.6% 2.37 5.0% 35% False False 11,655
20 51.45 43.34 8.11 17.2% 2.22 4.7% 49% False False 9,824
40 56.29 43.34 12.95 27.4% 2.12 4.5% 30% False False 7,956
60 60.48 43.34 17.14 36.3% 1.90 4.0% 23% False False 6,358
80 65.27 43.34 21.93 46.4% 1.67 3.5% 18% False False 5,367
100 79.03 43.34 35.69 75.5% 1.68 3.5% 11% False False 4,644
120 109.67 43.34 66.33 140.3% 1.50 3.2% 6% False False 4,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.04
2.618 56.07
1.618 53.64
1.000 52.14
0.618 51.21
HIGH 49.71
0.618 48.78
0.500 48.50
0.382 48.21
LOW 47.28
0.618 45.78
1.000 44.85
1.618 43.35
2.618 40.92
4.250 36.95
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 48.50 49.37
PP 48.09 48.67
S1 47.69 47.98

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.