NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 26-Mar-2009
Day Change Summary
Previous Current
25-Mar-2009 26-Mar-2009 Change Change % Previous Week
Open 57.22 56.81 -0.41 -0.7% 48.23
High 57.62 58.19 0.57 1.0% 56.84
Low 56.05 56.81 0.76 1.4% 48.06
Close 56.52 58.07 1.55 2.7% 56.28
Range 1.57 1.38 -0.19 -12.1% 8.78
ATR 2.37 2.32 -0.05 -2.1% 0.00
Volume 8,495 6,186 -2,309 -27.2% 43,303
Daily Pivots for day following 26-Mar-2009
Classic Woodie Camarilla DeMark
R4 61.83 61.33 58.83
R3 60.45 59.95 58.45
R2 59.07 59.07 58.32
R1 58.57 58.57 58.20 58.82
PP 57.69 57.69 57.69 57.82
S1 57.19 57.19 57.94 57.44
S2 56.31 56.31 57.82
S3 54.93 55.81 57.69
S4 53.55 54.43 57.31
Weekly Pivots for week ending 20-Mar-2009
Classic Woodie Camarilla DeMark
R4 80.07 76.95 61.11
R3 71.29 68.17 58.69
R2 62.51 62.51 57.89
R1 59.39 59.39 57.08 60.95
PP 53.73 53.73 53.73 54.51
S1 50.61 50.61 55.48 52.17
S2 44.95 44.95 54.67
S3 36.17 41.83 53.87
S4 27.39 33.05 51.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.40 55.09 3.31 5.7% 1.48 2.6% 90% False False 7,985
10 58.40 48.06 10.34 17.8% 2.07 3.6% 97% False False 7,985
20 58.40 45.00 13.40 23.1% 2.25 3.9% 98% False False 9,886
40 58.40 43.34 15.06 25.9% 2.13 3.7% 98% False False 8,566
60 60.48 43.34 17.14 29.5% 2.14 3.7% 86% False False 7,300
80 60.48 43.34 17.14 29.5% 1.81 3.1% 86% False False 6,220
100 76.95 43.34 33.61 57.9% 1.76 3.0% 44% False False 5,385
120 94.32 43.34 50.98 87.8% 1.68 2.9% 29% False False 4,722
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.06
2.618 61.80
1.618 60.42
1.000 59.57
0.618 59.04
HIGH 58.19
0.618 57.66
0.500 57.50
0.382 57.34
LOW 56.81
0.618 55.96
1.000 55.43
1.618 54.58
2.618 53.20
4.250 50.95
Fisher Pivots for day following 26-Mar-2009
Pivot 1 day 3 day
R1 57.88 57.75
PP 57.69 57.44
S1 57.50 57.12

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.