NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 25-Jun-2009
Day Change Summary
Previous Current
24-Jun-2009 25-Jun-2009 Change Change % Previous Week
Open 70.06 70.00 -0.06 -0.1% 73.15
High 71.30 72.38 1.08 1.5% 74.84
Low 69.64 70.00 0.36 0.5% 71.07
Close 70.21 71.81 1.60 2.3% 71.64
Range 1.66 2.38 0.72 43.4% 3.77
ATR 2.20 2.22 0.01 0.6% 0.00
Volume 13,665 14,621 956 7.0% 61,630
Daily Pivots for day following 25-Jun-2009
Classic Woodie Camarilla DeMark
R4 78.54 77.55 73.12
R3 76.16 75.17 72.46
R2 73.78 73.78 72.25
R1 72.79 72.79 72.03 73.29
PP 71.40 71.40 71.40 71.64
S1 70.41 70.41 71.59 70.91
S2 69.02 69.02 71.37
S3 66.64 68.03 71.16
S4 64.26 65.65 70.50
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 83.83 81.50 73.71
R3 80.06 77.73 72.68
R2 76.29 76.29 72.33
R1 73.96 73.96 71.99 73.24
PP 72.52 72.52 72.52 72.16
S1 70.19 70.19 71.29 69.47
S2 68.75 68.75 70.95
S3 64.98 66.42 70.60
S4 61.21 62.65 69.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.27 68.23 6.04 8.4% 2.68 3.7% 59% False False 14,252
10 74.84 68.23 6.61 9.2% 2.32 3.2% 54% False False 13,765
20 75.27 67.22 8.05 11.2% 2.15 3.0% 57% False False 14,518
40 75.27 54.66 20.61 28.7% 1.97 2.7% 83% False False 12,193
60 75.27 53.00 22.27 31.0% 1.83 2.5% 84% False False 10,494
80 75.27 48.64 26.63 37.1% 1.81 2.5% 87% False False 9,396
100 75.27 45.06 30.21 42.1% 1.76 2.4% 89% False False 8,422
120 75.27 45.06 30.21 42.1% 1.67 2.3% 89% False False 7,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.50
2.618 78.61
1.618 76.23
1.000 74.76
0.618 73.85
HIGH 72.38
0.618 71.47
0.500 71.19
0.382 70.91
LOW 70.00
0.618 68.53
1.000 67.62
1.618 66.15
2.618 63.77
4.250 59.89
Fisher Pivots for day following 25-Jun-2009
Pivot 1 day 3 day
R1 71.60 71.31
PP 71.40 70.81
S1 71.19 70.31

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.