NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 11-Aug-2009
Day Change Summary
Previous Current
10-Aug-2009 11-Aug-2009 Change Change % Previous Week
Open 73.70 74.22 0.52 0.7% 72.50
High 74.70 74.68 -0.02 0.0% 75.89
Low 73.39 72.22 -1.17 -1.6% 72.10
Close 74.08 72.77 -1.31 -1.8% 74.08
Range 1.31 2.46 1.15 87.8% 3.79
ATR 2.33 2.34 0.01 0.4% 0.00
Volume 53,177 42,890 -10,287 -19.3% 231,857
Daily Pivots for day following 11-Aug-2009
Classic Woodie Camarilla DeMark
R4 80.60 79.15 74.12
R3 78.14 76.69 73.45
R2 75.68 75.68 73.22
R1 74.23 74.23 73.00 73.73
PP 73.22 73.22 73.22 72.97
S1 71.77 71.77 72.54 71.27
S2 70.76 70.76 72.32
S3 68.30 69.31 72.09
S4 65.84 66.85 71.42
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 85.39 83.53 76.16
R3 81.60 79.74 75.12
R2 77.81 77.81 74.77
R1 75.95 75.95 74.43 76.88
PP 74.02 74.02 74.02 74.49
S1 72.16 72.16 73.73 73.09
S2 70.23 70.23 73.39
S3 66.44 68.37 73.04
S4 62.65 64.58 72.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.89 72.22 3.67 5.0% 2.01 2.8% 15% False True 45,160
10 75.89 66.41 9.48 13.0% 2.65 3.6% 67% False False 42,428
20 75.89 62.83 13.06 17.9% 2.34 3.2% 76% False False 35,032
40 75.89 61.38 14.51 19.9% 2.36 3.2% 78% False False 22,340
60 75.89 60.06 15.83 21.8% 2.11 2.9% 80% False False 17,737
80 75.89 54.20 21.69 29.8% 1.94 2.7% 86% False False 14,781
100 75.89 54.20 21.69 29.8% 1.80 2.5% 86% False False 12,793
120 75.89 46.74 29.15 40.1% 1.83 2.5% 89% False False 11,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 85.14
2.618 81.12
1.618 78.66
1.000 77.14
0.618 76.20
HIGH 74.68
0.618 73.74
0.500 73.45
0.382 73.16
LOW 72.22
0.618 70.70
1.000 69.76
1.618 68.24
2.618 65.78
4.250 61.77
Fisher Pivots for day following 11-Aug-2009
Pivot 1 day 3 day
R1 73.45 73.96
PP 73.22 73.56
S1 73.00 73.17

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.