NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 29-Jul-2009
Day Change Summary
Previous Current
28-Jul-2009 29-Jul-2009 Change Change % Previous Week
Open 69.76 68.53 -1.23 -1.8% 65.85
High 70.50 68.79 -1.71 -2.4% 69.89
Low 68.22 64.69 -3.53 -5.2% 65.35
Close 68.98 65.23 -3.75 -5.4% 69.79
Range 2.28 4.10 1.82 79.8% 4.54
ATR 2.22 2.37 0.15 6.7% 0.00
Volume 70,236 59,010 -11,226 -16.0% 348,173
Daily Pivots for day following 29-Jul-2009
Classic Woodie Camarilla DeMark
R4 78.54 75.98 67.49
R3 74.44 71.88 66.36
R2 70.34 70.34 65.98
R1 67.78 67.78 65.61 67.01
PP 66.24 66.24 66.24 65.85
S1 63.68 63.68 64.85 62.91
S2 62.14 62.14 64.48
S3 58.04 59.58 64.10
S4 53.94 55.48 62.98
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 70.60 64.69 5.91 9.1% 2.44 3.7% 9% False True 74,306
10 70.60 62.79 7.81 12.0% 2.24 3.4% 31% False False 62,212
20 71.35 60.43 10.92 16.7% 2.24 3.4% 44% False False 46,439
40 75.27 60.43 14.84 22.8% 2.32 3.6% 32% False False 31,071
60 75.27 58.66 16.61 25.5% 2.18 3.3% 40% False False 24,189
80 75.27 53.00 22.27 34.1% 2.02 3.1% 55% False False 19,988
100 75.27 48.64 26.63 40.8% 1.97 3.0% 62% False False 17,302
120 75.27 45.06 30.21 46.3% 1.91 2.9% 67% False False 15,274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 86.22
2.618 79.52
1.618 75.42
1.000 72.89
0.618 71.32
HIGH 68.79
0.618 67.22
0.500 66.74
0.382 66.26
LOW 64.69
0.618 62.16
1.000 60.59
1.618 58.06
2.618 53.96
4.250 47.27
Fisher Pivots for day following 29-Jul-2009
Pivot 1 day 3 day
R1 66.74 67.65
PP 66.24 66.84
S1 65.73 66.04

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.