NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 24-Jul-2009
Day Change Summary
Previous Current
23-Jul-2009 24-Jul-2009 Change Change % Previous Week
Open 67.05 68.24 1.19 1.8% 65.85
High 69.18 69.89 0.71 1.0% 69.89
Low 66.33 68.17 1.84 2.8% 65.35
Close 68.87 69.79 0.92 1.3% 69.79
Range 2.85 1.72 -1.13 -39.6% 4.54
ATR 2.34 2.29 -0.04 -1.9% 0.00
Volume 91,933 92,963 1,030 1.1% 348,173
Daily Pivots for day following 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 74.44 73.84 70.74
R3 72.72 72.12 70.26
R2 71.00 71.00 70.11
R1 70.40 70.40 69.95 70.70
PP 69.28 69.28 69.28 69.44
S1 68.68 68.68 69.63 68.98
S2 67.56 67.56 69.47
S3 65.84 66.96 69.32
S4 64.12 65.24 68.84
Weekly Pivots for week ending 24-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.96 80.42 72.29
R3 77.42 75.88 71.04
R2 72.88 72.88 70.62
R1 71.34 71.34 70.21 72.11
PP 68.34 68.34 68.34 68.73
S1 66.80 66.80 69.37 67.57
S2 63.80 63.80 68.96
S3 59.26 62.26 68.54
S4 54.72 57.72 67.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.89 65.35 4.54 6.5% 2.06 2.9% 98% True False 69,634
10 69.89 60.43 9.46 13.6% 2.12 3.0% 99% True False 52,924
20 74.85 60.43 14.42 20.7% 2.40 3.4% 65% False False 39,644
40 75.27 60.43 14.84 21.3% 2.30 3.3% 63% False False 27,275
60 75.27 55.52 19.75 28.3% 2.13 3.0% 72% False False 21,564
80 75.27 53.00 22.27 31.9% 1.99 2.8% 75% False False 17,971
100 75.27 48.64 26.63 38.2% 1.94 2.8% 79% False False 15,620
120 75.27 45.06 30.21 43.3% 1.88 2.7% 82% False False 13,794
Crabel Price Patterns
NR True
NR4 True
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 0.58
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.20
2.618 74.39
1.618 72.67
1.000 71.61
0.618 70.95
HIGH 69.89
0.618 69.23
0.500 69.03
0.382 68.83
LOW 68.17
0.618 67.11
1.000 66.45
1.618 65.39
2.618 63.67
4.250 60.86
Fisher Pivots for day following 24-Jul-2009
Pivot 1 day 3 day
R1 69.54 69.07
PP 69.28 68.34
S1 69.03 67.62

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.