NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 17-Jun-2009
Day Change Summary
Previous Current
16-Jun-2009 17-Jun-2009 Change Change % Previous Week
Open 74.50 72.87 -1.63 -2.2% 71.05
High 75.49 74.05 -1.44 -1.9% 75.83
Low 72.72 72.16 -0.56 -0.8% 70.81
Close 73.25 73.97 0.72 1.0% 74.89
Range 2.77 1.89 -0.88 -31.8% 5.02
ATR 1.88 1.88 0.00 0.1% 0.00
Volume 4,050 8,022 3,972 98.1% 51,638
Daily Pivots for day following 17-Jun-2009
Classic Woodie Camarilla DeMark
R4 79.06 78.41 75.01
R3 77.17 76.52 74.49
R2 75.28 75.28 74.32
R1 74.63 74.63 74.14 74.96
PP 73.39 73.39 73.39 73.56
S1 72.74 72.74 73.80 73.07
S2 71.50 71.50 73.62
S3 69.61 70.85 73.45
S4 67.72 68.96 72.93
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 88.90 86.92 77.65
R3 83.88 81.90 76.27
R2 78.86 78.86 75.81
R1 76.88 76.88 75.35 77.87
PP 73.84 73.84 73.84 74.34
S1 71.86 71.86 74.43 72.85
S2 68.82 68.82 73.97
S3 63.80 66.84 73.51
S4 58.78 61.82 72.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.83 72.16 3.67 5.0% 1.85 2.5% 49% False True 7,675
10 75.83 70.33 5.50 7.4% 1.66 2.2% 66% False False 9,888
20 75.83 62.36 13.47 18.2% 1.63 2.2% 86% False False 8,744
40 75.83 54.20 21.63 29.2% 1.55 2.1% 91% False False 7,381
60 75.83 54.20 21.63 29.2% 1.46 2.0% 91% False False 6,455
80 75.83 47.48 28.35 38.3% 1.57 2.1% 93% False False 6,034
100 75.83 45.87 29.96 40.5% 1.53 2.1% 94% False False 5,460
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.08
2.618 79.00
1.618 77.11
1.000 75.94
0.618 75.22
HIGH 74.05
0.618 73.33
0.500 73.11
0.382 72.88
LOW 72.16
0.618 70.99
1.000 70.27
1.618 69.10
2.618 67.21
4.250 64.13
Fisher Pivots for day following 17-Jun-2009
Pivot 1 day 3 day
R1 73.68 73.92
PP 73.39 73.87
S1 73.11 73.83

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.