NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 09-Jul-2009
Day Change Summary
Previous Current
08-Jul-2009 09-Jul-2009 Change Change % Previous Week
Open 65.00 63.55 -1.45 -2.2% 71.22
High 65.47 64.51 -0.96 -1.5% 74.99
Low 63.03 62.40 -0.63 -1.0% 69.01
Close 63.18 63.58 0.40 0.6% 69.47
Range 2.44 2.11 -0.33 -13.5% 5.98
ATR 2.43 2.41 -0.02 -0.9% 0.00
Volume 12,565 16,596 4,031 32.1% 37,222
Daily Pivots for day following 09-Jul-2009
Classic Woodie Camarilla DeMark
R4 69.83 68.81 64.74
R3 67.72 66.70 64.16
R2 65.61 65.61 63.97
R1 64.59 64.59 63.77 65.10
PP 63.50 63.50 63.50 63.75
S1 62.48 62.48 63.39 62.99
S2 61.39 61.39 63.19
S3 59.28 60.37 63.00
S4 57.17 58.26 62.42
Weekly Pivots for week ending 03-Jul-2009
Classic Woodie Camarilla DeMark
R4 89.10 85.26 72.76
R3 83.12 79.28 71.11
R2 77.14 77.14 70.57
R1 73.30 73.30 70.02 72.23
PP 71.16 71.16 71.16 70.62
S1 67.32 67.32 68.92 66.25
S2 65.18 65.18 68.37
S3 59.20 61.34 67.83
S4 53.22 55.36 66.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.10 62.40 9.70 15.3% 2.41 3.8% 12% False True 13,674
10 74.99 62.40 12.59 19.8% 2.62 4.1% 9% False True 10,623
20 75.83 62.40 13.43 21.1% 2.33 3.7% 9% False True 9,112
40 75.83 59.95 15.88 25.0% 1.99 3.1% 23% False False 8,666
60 75.83 54.20 21.63 34.0% 1.75 2.7% 43% False False 7,552
80 75.83 52.40 23.43 36.9% 1.70 2.7% 48% False False 6,958
100 75.83 45.87 29.96 47.1% 1.73 2.7% 59% False False 6,458
120 75.83 45.87 29.96 47.1% 1.65 2.6% 59% False False 5,898
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 0.52
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.48
2.618 70.03
1.618 67.92
1.000 66.62
0.618 65.81
HIGH 64.51
0.618 63.70
0.500 63.46
0.382 63.21
LOW 62.40
0.618 61.10
1.000 60.29
1.618 58.99
2.618 56.88
4.250 53.43
Fisher Pivots for day following 09-Jul-2009
Pivot 1 day 3 day
R1 63.54 64.94
PP 63.50 64.48
S1 63.46 64.03

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.