NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 07-May-2009
Day Change Summary
Previous Current
06-May-2009 07-May-2009 Change Change % Previous Week
Open 60.25 62.26 2.01 3.3% 56.02
High 61.62 63.09 1.47 2.4% 58.74
Low 60.25 60.96 0.71 1.2% 54.20
Close 61.62 61.74 0.12 0.2% 58.68
Range 1.37 2.13 0.76 55.5% 4.54
ATR 1.73 1.76 0.03 1.6% 0.00
Volume 7,001 7,420 419 6.0% 24,885
Daily Pivots for day following 07-May-2009
Classic Woodie Camarilla DeMark
R4 68.32 67.16 62.91
R3 66.19 65.03 62.33
R2 64.06 64.06 62.13
R1 62.90 62.90 61.94 62.42
PP 61.93 61.93 61.93 61.69
S1 60.77 60.77 61.54 60.29
S2 59.80 59.80 61.35
S3 57.67 58.64 61.15
S4 55.54 56.51 60.57
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 70.83 69.29 61.18
R3 66.29 64.75 59.93
R2 61.75 61.75 59.51
R1 60.21 60.21 59.10 60.98
PP 57.21 57.21 57.21 57.59
S1 55.67 55.67 58.26 56.44
S2 52.67 52.67 57.85
S3 48.13 51.13 57.43
S4 43.59 46.59 56.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 63.09 55.83 7.26 11.8% 1.64 2.7% 81% True False 6,401
10 63.09 54.20 8.89 14.4% 1.43 2.3% 85% True False 5,689
20 63.09 54.20 8.89 14.4% 1.27 2.1% 85% True False 4,851
40 63.09 49.44 13.65 22.1% 1.49 2.4% 90% True False 4,893
60 63.09 45.87 17.22 27.9% 1.55 2.5% 92% True False 4,731
80 63.09 45.87 17.22 27.9% 1.48 2.4% 92% True False 4,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.15
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 72.14
2.618 68.67
1.618 66.54
1.000 65.22
0.618 64.41
HIGH 63.09
0.618 62.28
0.500 62.03
0.382 61.77
LOW 60.96
0.618 59.64
1.000 58.83
1.618 57.51
2.618 55.38
4.250 51.91
Fisher Pivots for day following 07-May-2009
Pivot 1 day 3 day
R1 62.03 61.64
PP 61.93 61.54
S1 61.84 61.45

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.