NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 15-Jun-2009
Day Change Summary
Previous Current
12-Jun-2009 15-Jun-2009 Change Change % Previous Week
Open 73.16 72.89 -0.27 -0.4% 68.61
High 73.40 72.93 -0.47 -0.6% 73.90
Low 71.60 70.30 -1.30 -1.8% 68.24
Close 72.75 71.31 -1.44 -2.0% 72.75
Range 1.80 2.63 0.83 46.1% 5.66
ATR 2.25 2.27 0.03 1.2% 0.00
Volume 150,971 83,499 -67,472 -44.7% 714,333
Daily Pivots for day following 15-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.40 77.99 72.76
R3 76.77 75.36 72.03
R2 74.14 74.14 71.79
R1 72.73 72.73 71.55 72.12
PP 71.51 71.51 71.51 71.21
S1 70.10 70.10 71.07 69.49
S2 68.88 68.88 70.83
S3 66.25 67.47 70.59
S4 63.62 64.84 69.86
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.61 86.34 75.86
R3 82.95 80.68 74.31
R2 77.29 77.29 73.79
R1 75.02 75.02 73.27 76.16
PP 71.63 71.63 71.63 72.20
S1 69.36 69.36 72.23 70.50
S2 65.97 65.97 71.71
S3 60.31 63.70 71.19
S4 54.65 58.04 69.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.90 69.33 4.57 6.4% 1.92 2.7% 43% False False 137,700
10 73.90 65.92 7.98 11.2% 2.29 3.2% 68% False False 114,798
20 73.90 57.57 16.33 22.9% 2.24 3.1% 84% False False 86,506
40 73.90 50.76 23.14 32.4% 2.21 3.1% 89% False False 59,735
60 73.90 50.76 23.14 32.4% 2.20 3.1% 89% False False 44,156
80 73.90 43.34 30.56 42.9% 2.26 3.2% 92% False False 35,606
100 73.90 43.34 30.56 42.9% 2.20 3.1% 92% False False 29,848
120 73.90 43.34 30.56 42.9% 2.12 3.0% 92% False False 25,486
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 0.38
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 84.11
2.618 79.82
1.618 77.19
1.000 75.56
0.618 74.56
HIGH 72.93
0.618 71.93
0.500 71.62
0.382 71.30
LOW 70.30
0.618 68.67
1.000 67.67
1.618 66.04
2.618 63.41
4.250 59.12
Fisher Pivots for day following 15-Jun-2009
Pivot 1 day 3 day
R1 71.62 72.10
PP 71.51 71.84
S1 71.41 71.57

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.