NYMEX Light Sweet Crude Oil Future October 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 72.45 72.22 -0.23 -0.3% 70.64
High 74.84 73.45 -1.39 -1.9% 75.27
Low 72.00 71.40 -0.60 -0.8% 69.75
Close 72.64 73.34 0.70 1.0% 74.24
Range 2.84 2.05 -0.79 -27.8% 5.52
ATR 2.07 2.07 0.00 -0.1% 0.00
Volume 7,675 13,295 5,620 73.2% 81,490
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.88 78.16 74.47
R3 76.83 76.11 73.90
R2 74.78 74.78 73.72
R1 74.06 74.06 73.53 74.42
PP 72.73 72.73 72.73 72.91
S1 72.01 72.01 73.15 72.37
S2 70.68 70.68 72.96
S3 68.63 69.96 72.78
S4 66.58 67.91 72.21
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 89.65 87.46 77.28
R3 84.13 81.94 75.76
R2 78.61 78.61 75.25
R1 76.42 76.42 74.75 77.52
PP 73.09 73.09 73.09 73.63
S1 70.90 70.90 73.73 72.00
S2 67.57 67.57 73.23
S3 62.05 65.38 72.72
S4 56.53 59.86 71.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.27 71.40 3.87 5.3% 2.01 2.7% 50% False True 13,575
10 75.27 68.75 6.52 8.9% 2.01 2.7% 70% False False 15,313
20 75.27 61.75 13.52 18.4% 1.96 2.7% 86% False False 13,129
40 75.27 53.00 22.27 30.4% 1.77 2.4% 91% False False 11,162
60 75.27 53.00 22.27 30.4% 1.73 2.4% 91% False False 9,641
80 75.27 46.50 28.77 39.2% 1.76 2.4% 93% False False 8,716
100 75.27 45.06 30.21 41.2% 1.68 2.3% 94% False False 7,741
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.16
2.618 78.82
1.618 76.77
1.000 75.50
0.618 74.72
HIGH 73.45
0.618 72.67
0.500 72.43
0.382 72.18
LOW 71.40
0.618 70.13
1.000 69.35
1.618 68.08
2.618 66.03
4.250 62.69
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 73.04 73.27
PP 72.73 73.19
S1 72.43 73.12

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.