NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 74.30 74.55 0.25 0.3% 73.89
High 74.34 74.55 0.21 0.3% 75.49
Low 73.00 71.86 -1.14 -1.6% 71.86
Close 73.97 72.33 -1.64 -2.2% 72.33
Range 1.34 2.69 1.35 100.7% 3.63
ATR 1.84 1.90 0.06 3.3% 0.00
Volume 8,991 6,405 -2,586 -28.8% 34,919
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 80.98 79.35 73.81
R3 78.29 76.66 73.07
R2 75.60 75.60 72.82
R1 73.97 73.97 72.58 73.44
PP 72.91 72.91 72.91 72.65
S1 71.28 71.28 72.08 70.75
S2 70.22 70.22 71.84
S3 67.53 68.59 71.59
S4 64.84 65.90 70.85
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 84.12 81.85 74.33
R3 80.49 78.22 73.33
R2 76.86 76.86 73.00
R1 74.59 74.59 72.66 73.91
PP 73.23 73.23 73.23 72.89
S1 70.96 70.96 72.00 70.28
S2 69.60 69.60 71.66
S3 65.97 67.33 71.33
S4 62.34 63.70 70.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.49 71.86 3.63 5.0% 2.13 2.9% 13% False True 6,983
10 75.83 70.81 5.02 6.9% 1.69 2.3% 30% False False 8,655
20 75.83 62.36 13.47 18.6% 1.70 2.4% 74% False False 9,018
40 75.83 54.20 21.63 29.9% 1.60 2.2% 84% False False 7,510
60 75.83 54.20 21.63 29.9% 1.49 2.1% 84% False False 6,479
80 75.83 47.48 28.35 39.2% 1.58 2.2% 88% False False 6,068
100 75.83 45.87 29.96 41.4% 1.55 2.1% 88% False False 5,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.98
2.618 81.59
1.618 78.90
1.000 77.24
0.618 76.21
HIGH 74.55
0.618 73.52
0.500 73.21
0.382 72.89
LOW 71.86
0.618 70.20
1.000 69.17
1.618 67.51
2.618 64.82
4.250 60.43
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 73.21 73.21
PP 72.91 72.91
S1 72.62 72.62

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.