NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 20-Aug-2009
Day Change Summary
Previous Current
19-Aug-2009 20-Aug-2009 Change Change % Previous Week
Open 70.25 72.15 1.90 2.7% 70.67
High 72.80 72.88 0.08 0.1% 72.21
Low 68.05 71.65 3.60 5.3% 67.12
Close 72.42 72.54 0.12 0.2% 67.51
Range 4.75 1.23 -3.52 -74.1% 5.09
ATR 2.90 2.78 -0.12 -4.1% 0.00
Volume 182,990 126,681 -56,309 -30.8% 1,725,432
Daily Pivots for day following 20-Aug-2009
Classic Woodie Camarilla DeMark
R4 76.05 75.52 73.22
R3 74.82 74.29 72.88
R2 73.59 73.59 72.77
R1 73.06 73.06 72.65 73.33
PP 72.36 72.36 72.36 72.49
S1 71.83 71.83 72.43 72.10
S2 71.13 71.13 72.31
S3 69.90 70.60 72.20
S4 68.67 69.37 71.86
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 84.22 80.95 70.31
R3 79.13 75.86 68.91
R2 74.04 74.04 68.44
R1 70.77 70.77 67.98 69.86
PP 68.95 68.95 68.95 68.49
S1 65.68 65.68 67.04 64.77
S2 63.86 63.86 66.58
S3 58.77 60.59 66.11
S4 53.68 55.50 64.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.88 65.23 7.65 10.5% 3.42 4.7% 96% True False 243,514
10 72.88 65.23 7.65 10.5% 2.80 3.9% 96% True False 294,870
20 72.88 62.70 10.18 14.0% 2.82 3.9% 97% True False 299,534
40 74.25 59.30 14.95 20.6% 2.69 3.7% 89% False False 217,530
60 74.66 59.30 15.36 21.2% 2.60 3.6% 86% False False 160,212
80 74.66 53.57 21.09 29.1% 2.48 3.4% 90% False False 125,418
100 74.66 51.96 22.70 31.3% 2.36 3.3% 91% False False 102,757
120 74.66 47.25 27.41 37.8% 2.33 3.2% 92% False False 87,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.75
Narrowest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 78.11
2.618 76.10
1.618 74.87
1.000 74.11
0.618 73.64
HIGH 72.88
0.618 72.41
0.500 72.27
0.382 72.12
LOW 71.65
0.618 70.89
1.000 70.42
1.618 69.66
2.618 68.43
4.250 66.42
Fisher Pivots for day following 20-Aug-2009
Pivot 1 day 3 day
R1 72.45 71.53
PP 72.36 70.51
S1 72.27 69.50

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.