NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 01-Jul-2009
Day Change Summary
Previous Current
30-Jun-2009 01-Jul-2009 Change Change % Previous Week
Open 73.00 71.60 -1.40 -1.9% 71.60
High 74.85 73.42 -1.43 -1.9% 72.83
Low 70.60 70.29 -0.31 -0.4% 68.23
Close 71.60 71.08 -0.52 -0.7% 70.76
Range 4.25 3.13 -1.12 -26.4% 4.60
ATR 2.45 2.50 0.05 2.0% 0.00
Volume 15,091 22,912 7,821 51.8% 80,936
Daily Pivots for day following 01-Jul-2009
Classic Woodie Camarilla DeMark
R4 80.99 79.16 72.80
R3 77.86 76.03 71.94
R2 74.73 74.73 71.65
R1 72.90 72.90 71.37 72.25
PP 71.60 71.60 71.60 71.27
S1 69.77 69.77 70.79 69.12
S2 68.47 68.47 70.51
S3 65.34 66.64 70.22
S4 62.21 63.51 69.36
Weekly Pivots for week ending 26-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.41 82.18 73.29
R3 79.81 77.58 72.03
R2 75.21 75.21 71.60
R1 72.98 72.98 71.18 71.80
PP 70.61 70.61 70.61 70.01
S1 68.38 68.38 70.34 67.20
S2 66.01 66.01 69.92
S3 61.41 63.78 69.50
S4 56.81 59.18 68.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.85 70.00 4.85 6.8% 3.10 4.4% 22% False False 17,541
10 74.85 68.23 6.62 9.3% 2.80 3.9% 43% False False 16,093
20 75.27 68.23 7.04 9.9% 2.41 3.4% 40% False False 15,703
40 75.27 58.66 16.61 23.4% 2.16 3.0% 75% False False 13,064
60 75.27 53.00 22.27 31.3% 1.95 2.7% 81% False False 11,171
80 75.27 48.64 26.63 37.5% 1.90 2.7% 84% False False 10,018
100 75.27 45.06 30.21 42.5% 1.84 2.6% 86% False False 9,041
120 75.27 45.06 30.21 42.5% 1.75 2.5% 86% False False 8,076
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 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.72
2.618 81.61
1.618 78.48
1.000 76.55
0.618 75.35
HIGH 73.42
0.618 72.22
0.500 71.86
0.382 71.49
LOW 70.29
0.618 68.36
1.000 67.16
1.618 65.23
2.618 62.10
4.250 56.99
Fisher Pivots for day following 01-Jul-2009
Pivot 1 day 3 day
R1 71.86 72.48
PP 71.60 72.01
S1 71.34 71.55

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.