NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 51.71 51.60 -0.11 -0.2% 51.97
High 53.62 51.90 -1.72 -3.2% 52.30
Low 51.36 49.46 -1.90 -3.7% 48.00
Close 51.78 49.59 -2.19 -4.2% 52.12
Range 2.26 2.44 0.18 8.0% 4.30
ATR 2.48 2.48 0.00 -0.1% 0.00
Volume 26,069 24,568 -1,501 -5.8% 108,558
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 57.64 56.05 50.93
R3 55.20 53.61 50.26
R2 52.76 52.76 50.04
R1 51.17 51.17 49.81 50.75
PP 50.32 50.32 50.32 50.10
S1 48.73 48.73 49.37 48.31
S2 47.88 47.88 49.14
S3 45.44 46.29 48.92
S4 43.00 43.85 48.25
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 63.71 62.21 54.49
R3 59.41 57.91 53.30
R2 55.11 55.11 52.91
R1 53.61 53.61 52.51 54.36
PP 50.81 50.81 50.81 51.18
S1 49.31 49.31 51.73 50.06
S2 46.51 46.51 51.33
S3 42.21 45.01 50.94
S4 37.91 40.71 49.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.62 49.46 4.16 8.4% 2.10 4.2% 3% False True 24,048
10 53.62 48.00 5.62 11.3% 2.48 5.0% 28% False False 23,571
20 54.74 46.14 8.60 17.3% 2.42 4.9% 40% False False 22,262
40 59.44 46.14 13.30 26.8% 2.42 4.9% 26% False False 20,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.27
2.618 58.29
1.618 55.85
1.000 54.34
0.618 53.41
HIGH 51.90
0.618 50.97
0.500 50.68
0.382 50.39
LOW 49.46
0.618 47.95
1.000 47.02
1.618 45.51
2.618 43.07
4.250 39.09
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 50.68 51.54
PP 50.32 50.89
S1 49.95 50.24

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.