NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 19-Mar-2009
Day Change Summary
Previous Current
18-Mar-2009 19-Mar-2009 Change Change % Previous Week
Open 54.79 56.17 1.38 2.5% 52.00
High 56.30 58.81 2.51 4.5% 53.03
Low 53.70 55.85 2.15 4.0% 49.00
Close 55.03 58.42 3.39 6.2% 51.76
Range 2.60 2.96 0.36 13.8% 4.03
ATR 2.15 2.27 0.12 5.4% 0.00
Volume 7,014 4,566 -2,448 -34.9% 21,473
Daily Pivots for day following 19-Mar-2009
Classic Woodie Camarilla DeMark
R4 66.57 65.46 60.05
R3 63.61 62.50 59.23
R2 60.65 60.65 58.96
R1 59.54 59.54 58.69 60.10
PP 57.69 57.69 57.69 57.97
S1 56.58 56.58 58.15 57.14
S2 54.73 54.73 57.88
S3 51.77 53.62 57.61
S4 48.81 50.66 56.79
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.35 61.59 53.98
R3 59.32 57.56 52.87
R2 55.29 55.29 52.50
R1 53.53 53.53 52.13 52.40
PP 51.26 51.26 51.26 50.70
S1 49.50 49.50 51.39 48.37
S2 47.23 47.23 51.02
S3 43.20 45.47 50.65
S4 39.17 41.44 49.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.81 50.25 8.56 14.7% 2.41 4.1% 95% True False 4,095
10 58.81 49.00 9.81 16.8% 2.22 3.8% 96% True False 4,437
20 58.81 46.74 12.07 20.7% 1.94 3.3% 97% True False 4,560
40 58.81 45.87 12.94 22.1% 1.64 2.8% 97% True False 3,907
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 0.42
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 71.39
2.618 66.56
1.618 63.60
1.000 61.77
0.618 60.64
HIGH 58.81
0.618 57.68
0.500 57.33
0.382 56.98
LOW 55.85
0.618 54.02
1.000 52.89
1.618 51.06
2.618 48.10
4.250 43.27
Fisher Pivots for day following 19-Mar-2009
Pivot 1 day 3 day
R1 58.06 57.48
PP 57.69 56.54
S1 57.33 55.61

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.