NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 55.15 53.39 -1.76 -3.2% 55.75
High 55.15 53.43 -1.72 -3.1% 57.54
Low 52.67 52.61 -0.06 -0.1% 53.63
Close 52.77 52.83 0.06 0.1% 54.80
Range 2.48 0.82 -1.66 -66.9% 3.91
ATR 2.73 2.59 -0.14 -5.0% 0.00
Volume 17,969 18,936 967 5.4% 96,814
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 55.42 54.94 53.28
R3 54.60 54.12 53.06
R2 53.78 53.78 52.98
R1 53.30 53.30 52.91 53.13
PP 52.96 52.96 52.96 52.87
S1 52.48 52.48 52.75 52.31
S2 52.14 52.14 52.68
S3 51.32 51.66 52.60
S4 50.50 50.84 52.38
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 67.05 64.84 56.95
R3 63.14 60.93 55.88
R2 59.23 59.23 55.52
R1 57.02 57.02 55.16 56.17
PP 55.32 55.32 55.32 54.90
S1 53.11 53.11 54.44 52.26
S2 51.41 51.41 54.08
S3 47.50 49.20 53.72
S4 43.59 45.29 52.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.49 52.61 3.88 7.3% 1.90 3.6% 6% False True 17,805
10 57.54 52.49 5.05 9.6% 2.26 4.3% 7% False False 21,340
20 64.09 52.49 11.60 22.0% 2.47 4.7% 3% False False 18,578
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.61
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 56.92
2.618 55.58
1.618 54.76
1.000 54.25
0.618 53.94
HIGH 53.43
0.618 53.12
0.500 53.02
0.382 52.92
LOW 52.61
0.618 52.10
1.000 51.79
1.618 51.28
2.618 50.46
4.250 49.13
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 53.02 54.55
PP 52.96 53.98
S1 52.89 53.40

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.