NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 19-May-2009
Day Change Summary
Previous Current
18-May-2009 19-May-2009 Change Change % Previous Week
Open 57.85 60.40 2.55 4.4% 60.40
High 60.62 61.65 1.03 1.7% 61.60
Low 57.57 59.63 2.06 3.6% 57.52
Close 60.29 60.81 0.52 0.9% 57.78
Range 3.05 2.02 -1.03 -33.8% 4.08
ATR 2.31 2.29 -0.02 -0.9% 0.00
Volume 34,550 38,377 3,827 11.1% 207,601
Daily Pivots for day following 19-May-2009
Classic Woodie Camarilla DeMark
R4 66.76 65.80 61.92
R3 64.74 63.78 61.37
R2 62.72 62.72 61.18
R1 61.76 61.76 61.00 62.24
PP 60.70 60.70 60.70 60.94
S1 59.74 59.74 60.62 60.22
S2 58.68 58.68 60.44
S3 56.66 57.72 60.25
S4 54.64 55.70 59.70
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.21 68.57 60.02
R3 67.13 64.49 58.90
R2 63.05 63.05 58.53
R1 60.41 60.41 58.15 59.69
PP 58.97 58.97 58.97 58.61
S1 56.33 56.33 57.41 55.61
S2 54.89 54.89 57.03
S3 50.81 52.25 56.66
S4 46.73 48.17 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.65 57.52 4.13 6.8% 2.46 4.0% 80% True False 42,390
10 61.65 56.48 5.17 8.5% 2.25 3.7% 84% True False 43,345
20 61.65 50.82 10.83 17.8% 2.13 3.5% 92% True False 34,982
40 61.65 50.76 10.89 17.9% 2.20 3.6% 92% True False 24,314
60 61.65 44.41 17.24 28.4% 2.27 3.7% 95% True False 19,633
80 61.65 43.34 18.31 30.1% 2.21 3.6% 95% True False 16,429
100 61.65 43.34 18.31 30.1% 2.14 3.5% 95% True False 13,907
120 62.08 43.34 18.74 30.8% 1.92 3.2% 93% False False 12,093
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0.42
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 70.24
2.618 66.94
1.618 64.92
1.000 63.67
0.618 62.90
HIGH 61.65
0.618 60.88
0.500 60.64
0.382 60.40
LOW 59.63
0.618 58.38
1.000 57.61
1.618 56.36
2.618 54.34
4.250 51.05
Fisher Pivots for day following 19-May-2009
Pivot 1 day 3 day
R1 60.75 60.40
PP 60.70 59.99
S1 60.64 59.59

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.