NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 02-Apr-2009
Day Change Summary
Previous Current
01-Apr-2009 02-Apr-2009 Change Change % Previous Week
Open 52.78 53.32 0.54 1.0% 56.52
High 52.95 57.35 4.40 8.3% 58.40
Low 51.74 53.32 1.58 3.1% 55.72
Close 52.84 57.22 4.38 8.3% 56.65
Range 1.21 4.03 2.82 233.1% 2.68
ATR 2.40 2.55 0.15 6.3% 0.00
Volume 14,861 15,306 445 3.0% 37,060
Daily Pivots for day following 02-Apr-2009
Classic Woodie Camarilla DeMark
R4 68.05 66.67 59.44
R3 64.02 62.64 58.33
R2 59.99 59.99 57.96
R1 58.61 58.61 57.59 59.30
PP 55.96 55.96 55.96 56.31
S1 54.58 54.58 56.85 55.27
S2 51.93 51.93 56.48
S3 47.90 50.55 56.11
S4 43.87 46.52 55.00
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.96 63.49 58.12
R3 62.28 60.81 57.39
R2 59.60 59.60 57.14
R1 58.13 58.13 56.90 58.87
PP 56.92 56.92 56.92 57.29
S1 55.45 55.45 56.40 56.19
S2 54.24 54.24 56.16
S3 51.56 52.77 55.91
S4 48.88 50.09 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.78 51.74 6.04 10.6% 2.56 4.5% 91% False False 10,992
10 58.40 51.74 6.66 11.6% 2.02 3.5% 82% False False 9,488
20 58.40 47.14 11.26 19.7% 2.29 4.0% 90% False False 10,067
40 58.40 43.34 15.06 26.3% 2.28 4.0% 92% False False 9,271
60 60.00 43.34 16.66 29.1% 2.14 3.7% 83% False False 8,044
80 60.48 43.34 17.14 30.0% 1.94 3.4% 81% False False 6,735
100 71.56 43.34 28.22 49.3% 1.78 3.1% 49% False False 5,798
120 84.82 43.34 41.48 72.5% 1.74 3.0% 33% False False 5,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 74.48
2.618 67.90
1.618 63.87
1.000 61.38
0.618 59.84
HIGH 57.35
0.618 55.81
0.500 55.34
0.382 54.86
LOW 53.32
0.618 50.83
1.000 49.29
1.618 46.80
2.618 42.77
4.250 36.19
Fisher Pivots for day following 02-Apr-2009
Pivot 1 day 3 day
R1 56.59 56.33
PP 55.96 55.44
S1 55.34 54.55

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.