NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 61.00 59.71 -1.29 -2.1% 55.72
High 61.45 60.68 -0.77 -1.3% 60.71
Low 59.30 58.48 -0.82 -1.4% 55.33
Close 59.88 60.27 0.39 0.7% 60.62
Range 2.15 2.20 0.05 2.3% 5.38
ATR 2.20 2.20 0.00 0.0% 0.00
Volume 48,756 52,367 3,611 7.4% 210,886
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 66.41 65.54 61.48
R3 64.21 63.34 60.88
R2 62.01 62.01 60.67
R1 61.14 61.14 60.47 61.58
PP 59.81 59.81 59.81 60.03
S1 58.94 58.94 60.07 59.38
S2 57.61 57.61 59.87
S3 55.41 56.74 59.67
S4 53.21 54.54 59.06
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 75.03 73.20 63.58
R3 69.65 67.82 62.10
R2 64.27 64.27 61.61
R1 62.44 62.44 61.11 63.36
PP 58.89 58.89 58.89 59.34
S1 57.06 57.06 60.13 57.98
S2 53.51 53.51 59.63
S3 48.13 51.68 59.14
S4 42.75 46.30 57.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.60 58.48 3.12 5.2% 1.90 3.2% 57% False True 45,095
10 61.60 52.66 8.94 14.8% 2.14 3.5% 85% False False 40,321
20 61.60 50.76 10.84 18.0% 2.10 3.5% 88% False False 32,005
40 61.60 50.76 10.84 18.0% 2.17 3.6% 88% False False 22,289
60 61.60 43.34 18.26 30.3% 2.26 3.7% 93% False False 18,138
80 61.60 43.34 18.26 30.3% 2.19 3.6% 93% False False 15,270
100 61.60 43.34 18.26 30.3% 2.08 3.5% 93% False False 12,945
120 62.08 43.34 18.74 31.1% 1.88 3.1% 90% False False 11,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.03
2.618 66.44
1.618 64.24
1.000 62.88
0.618 62.04
HIGH 60.68
0.618 59.84
0.500 59.58
0.382 59.32
LOW 58.48
0.618 57.12
1.000 56.28
1.618 54.92
2.618 52.72
4.250 49.13
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 60.04 60.19
PP 59.81 60.12
S1 59.58 60.04

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.