NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 54.95 54.04 -0.91 -1.7% 57.70
High 56.18 55.21 -0.97 -1.7% 57.70
Low 54.95 53.00 -1.95 -3.5% 53.18
Close 56.03 54.73 -1.30 -2.3% 56.03
Range 1.23 2.21 0.98 79.7% 4.52
ATR 1.91 1.99 0.08 4.2% 0.00
Volume 5,662 9,200 3,538 62.5% 36,101
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 60.94 60.05 55.95
R3 58.73 57.84 55.34
R2 56.52 56.52 55.14
R1 55.63 55.63 54.93 56.08
PP 54.31 54.31 54.31 54.54
S1 53.42 53.42 54.53 53.87
S2 52.10 52.10 54.32
S3 49.89 51.21 54.12
S4 47.68 49.00 53.51
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 69.20 67.13 58.52
R3 64.68 62.61 57.27
R2 60.16 60.16 56.86
R1 58.09 58.09 56.44 56.87
PP 55.64 55.64 55.64 55.02
S1 53.57 53.57 55.62 52.35
S2 51.12 51.12 55.20
S3 46.60 49.05 54.79
S4 42.08 44.53 53.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.18 53.00 3.18 5.8% 1.42 2.6% 54% False True 8,399
10 59.43 53.00 6.43 11.7% 1.47 2.7% 27% False True 6,637
20 60.45 53.00 7.45 13.6% 1.65 3.0% 23% False True 7,166
40 60.45 46.50 13.95 25.5% 1.69 3.1% 59% False False 6,558
60 60.45 45.06 15.39 28.1% 1.62 3.0% 63% False False 5,816
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 0.31
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.60
2.618 61.00
1.618 58.79
1.000 57.42
0.618 56.58
HIGH 55.21
0.618 54.37
0.500 54.11
0.382 53.84
LOW 53.00
0.618 51.63
1.000 50.79
1.618 49.42
2.618 47.21
4.250 43.61
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 54.52 54.68
PP 54.31 54.64
S1 54.11 54.59

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.