NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 71.82 71.66 -0.16 -0.2% 69.86
High 74.22 72.79 -1.43 -1.9% 74.66
Low 71.32 70.62 -0.70 -1.0% 68.60
Close 71.96 72.61 0.65 0.9% 73.56
Range 2.90 2.17 -0.73 -25.2% 6.06
ATR 2.26 2.25 -0.01 -0.3% 0.00
Volume 27,090 33,418 6,328 23.4% 290,190
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.52 77.73 73.80
R3 76.35 75.56 73.21
R2 74.18 74.18 73.01
R1 73.39 73.39 72.81 73.79
PP 72.01 72.01 72.01 72.20
S1 71.22 71.22 72.41 71.62
S2 69.84 69.84 72.21
S3 67.67 69.05 72.01
S4 65.50 66.88 71.42
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 90.45 88.07 76.89
R3 84.39 82.01 75.23
R2 78.33 78.33 74.67
R1 75.95 75.95 74.12 77.14
PP 72.27 72.27 72.27 72.87
S1 69.89 69.89 73.00 71.08
S2 66.21 66.21 72.45
S3 60.15 63.83 71.89
S4 54.09 57.77 70.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.66 70.62 4.04 5.6% 2.21 3.0% 49% False True 45,956
10 74.66 67.89 6.77 9.3% 2.24 3.1% 70% False False 49,000
20 74.66 61.03 13.63 18.8% 2.19 3.0% 85% False False 37,688
40 74.66 51.96 22.70 31.3% 2.11 2.9% 91% False False 27,600
60 74.66 51.96 22.70 31.3% 2.03 2.8% 91% False False 21,776
80 74.66 45.78 28.88 39.8% 2.14 2.9% 93% False False 18,645
100 74.66 44.19 30.47 42.0% 2.12 2.9% 93% False False 15,958
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.01
2.618 78.47
1.618 76.30
1.000 74.96
0.618 74.13
HIGH 72.79
0.618 71.96
0.500 71.71
0.382 71.45
LOW 70.62
0.618 69.28
1.000 68.45
1.618 67.11
2.618 64.94
4.250 61.40
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 72.31 72.55
PP 72.01 72.48
S1 71.71 72.42

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.