NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 02-Jun-2009
Day Change Summary
Previous Current
01-Jun-2009 02-Jun-2009 Change Change % Previous Week
Open 70.55 70.64 0.09 0.1% 62.36
High 71.04 71.86 0.82 1.2% 68.84
Low 69.79 70.31 0.52 0.7% 62.36
Close 71.04 71.54 0.50 0.7% 68.68
Range 1.25 1.55 0.30 24.0% 6.48
ATR 1.76 1.75 -0.02 -0.9% 0.00
Volume 10,788 9,182 -1,606 -14.9% 31,113
Daily Pivots for day following 02-Jun-2009
Classic Woodie Camarilla DeMark
R4 75.89 75.26 72.39
R3 74.34 73.71 71.97
R2 72.79 72.79 71.82
R1 72.16 72.16 71.68 72.48
PP 71.24 71.24 71.24 71.39
S1 70.61 70.61 71.40 70.93
S2 69.69 69.69 71.26
S3 68.14 69.06 71.11
S4 66.59 67.51 70.69
Weekly Pivots for week ending 29-May-2009
Classic Woodie Camarilla DeMark
R4 86.07 83.85 72.24
R3 79.59 77.37 70.46
R2 73.11 73.11 69.87
R1 70.89 70.89 69.27 72.00
PP 66.63 66.63 66.63 67.18
S1 64.41 64.41 68.09 65.52
S2 60.15 60.15 67.49
S3 53.67 57.93 66.90
S4 47.19 51.45 65.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.86 64.70 7.16 10.0% 1.46 2.0% 96% True False 8,979
10 71.86 61.84 10.02 14.0% 1.52 2.1% 97% True False 6,958
20 71.86 59.80 12.06 16.9% 1.55 2.2% 97% True False 7,118
40 71.86 54.20 17.66 24.7% 1.41 2.0% 98% True False 5,752
60 71.86 49.00 22.86 32.0% 1.54 2.2% 99% True False 5,478
80 71.86 45.87 25.99 36.3% 1.57 2.2% 99% True False 5,173
100 71.86 45.87 25.99 36.3% 1.48 2.1% 99% True False 4,751
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.18
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.45
2.618 75.92
1.618 74.37
1.000 73.41
0.618 72.82
HIGH 71.86
0.618 71.27
0.500 71.09
0.382 70.90
LOW 70.31
0.618 69.35
1.000 68.76
1.618 67.80
2.618 66.25
4.250 63.72
Fisher Pivots for day following 02-Jun-2009
Pivot 1 day 3 day
R1 71.39 70.98
PP 71.24 70.41
S1 71.09 69.85

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.