NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 14-Sep-2009
Day Change Summary
Previous Current
11-Sep-2009 14-Sep-2009 Change Change % Previous Week
Open 72.05 69.15 -2.90 -4.0% 67.87
High 72.90 69.51 -3.39 -4.7% 72.90
Low 68.82 68.02 -0.80 -1.2% 67.54
Close 69.29 68.86 -0.43 -0.6% 69.29
Range 4.08 1.49 -2.59 -63.5% 5.36
ATR 2.70 2.61 -0.09 -3.2% 0.00
Volume 345,551 374,693 29,142 8.4% 1,281,554
Daily Pivots for day following 14-Sep-2009
Classic Woodie Camarilla DeMark
R4 73.27 72.55 69.68
R3 71.78 71.06 69.27
R2 70.29 70.29 69.13
R1 69.57 69.57 69.00 69.19
PP 68.80 68.80 68.80 68.60
S1 68.08 68.08 68.72 67.70
S2 67.31 67.31 68.59
S3 65.82 66.59 68.45
S4 64.33 65.10 68.04
Weekly Pivots for week ending 11-Sep-2009
Classic Woodie Camarilla DeMark
R4 85.99 83.00 72.24
R3 80.63 77.64 70.76
R2 75.27 75.27 70.27
R1 72.28 72.28 69.78 73.78
PP 69.91 69.91 69.91 70.66
S1 66.92 66.92 68.80 68.42
S2 64.55 64.55 68.31
S3 59.19 61.56 67.82
S4 53.83 56.20 66.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.90 67.54 5.36 7.8% 2.65 3.9% 25% False False 331,249
10 73.36 67.05 6.31 9.2% 2.69 3.9% 29% False False 301,073
20 75.00 67.05 7.95 11.5% 2.70 3.9% 23% False False 273,163
40 75.00 64.69 10.31 15.0% 2.61 3.8% 40% False False 189,846
60 75.00 60.43 14.57 21.2% 2.58 3.7% 58% False False 135,325
80 75.27 60.43 14.84 21.6% 2.44 3.6% 57% False False 104,898
100 75.27 53.00 22.27 32.3% 2.29 3.3% 71% False False 85,745
120 75.27 53.00 22.27 32.3% 2.17 3.2% 71% False False 72,604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.86
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 75.84
2.618 73.41
1.618 71.92
1.000 71.00
0.618 70.43
HIGH 69.51
0.618 68.94
0.500 68.77
0.382 68.59
LOW 68.02
0.618 67.10
1.000 66.53
1.618 65.61
2.618 64.12
4.250 61.69
Fisher Pivots for day following 14-Sep-2009
Pivot 1 day 3 day
R1 68.83 70.46
PP 68.80 69.93
S1 68.77 69.39

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.