NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 66.71 70.40 3.69 5.5% 72.21
High 70.72 71.39 0.67 0.9% 72.65
Low 66.22 69.13 2.91 4.4% 65.05
Close 70.61 70.82 0.21 0.3% 66.02
Range 4.50 2.26 -2.24 -49.8% 7.60
ATR 2.58 2.56 -0.02 -0.9% 0.00
Volume 247,345 386,690 139,345 56.3% 1,301,035
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 77.23 76.28 72.06
R3 74.97 74.02 71.44
R2 72.71 72.71 71.23
R1 71.76 71.76 71.03 72.24
PP 70.45 70.45 70.45 70.68
S1 69.50 69.50 70.61 69.98
S2 68.19 68.19 70.41
S3 65.93 67.24 70.20
S4 63.67 64.98 69.58
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 90.71 85.96 70.20
R3 83.11 78.36 68.11
R2 75.51 75.51 67.41
R1 70.76 70.76 66.72 69.34
PP 67.91 67.91 67.91 67.19
S1 63.16 63.16 65.32 61.74
S2 60.31 60.31 64.63
S3 52.71 55.56 63.93
S4 45.11 47.96 61.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.39 65.05 6.34 9.0% 2.49 3.5% 91% True False 307,644
10 73.12 65.05 8.07 11.4% 2.65 3.7% 71% False False 262,945
20 73.58 65.05 8.53 12.0% 2.47 3.5% 68% False False 195,444
40 75.89 65.05 10.84 15.3% 2.51 3.5% 53% False False 127,633
60 75.89 61.38 14.51 20.5% 2.45 3.5% 65% False False 94,607
80 75.89 61.38 14.51 20.5% 2.41 3.4% 65% False False 73,122
100 75.89 59.95 15.94 22.5% 2.26 3.2% 68% False False 60,116
120 75.89 54.20 21.69 30.6% 2.09 2.9% 77% False False 50,969
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.00
2.618 77.31
1.618 75.05
1.000 73.65
0.618 72.79
HIGH 71.39
0.618 70.53
0.500 70.26
0.382 69.99
LOW 69.13
0.618 67.73
1.000 66.87
1.618 65.47
2.618 63.21
4.250 59.53
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 70.63 70.08
PP 70.45 69.34
S1 70.26 68.61

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.