NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 17-Mar-2009
Day Change Summary
Previous Current
16-Mar-2009 17-Mar-2009 Change Change % Previous Week
Open 51.47 52.98 1.51 2.9% 52.06
High 53.56 55.86 2.30 4.3% 53.74
Low 50.50 52.35 1.85 3.7% 49.46
Close 53.18 55.48 2.30 4.3% 52.30
Range 3.06 3.51 0.45 14.7% 4.28
ATR 2.55 2.61 0.07 2.7% 0.00
Volume 15,468 18,303 2,835 18.3% 120,832
Daily Pivots for day following 17-Mar-2009
Classic Woodie Camarilla DeMark
R4 65.09 63.80 57.41
R3 61.58 60.29 56.45
R2 58.07 58.07 56.12
R1 56.78 56.78 55.80 57.43
PP 54.56 54.56 54.56 54.89
S1 53.27 53.27 55.16 53.92
S2 51.05 51.05 54.84
S3 47.54 49.76 54.51
S4 44.03 46.25 53.55
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 64.67 62.77 54.65
R3 60.39 58.49 53.48
R2 56.11 56.11 53.08
R1 54.21 54.21 52.69 55.16
PP 51.83 51.83 51.83 52.31
S1 49.93 49.93 51.91 50.88
S2 47.55 47.55 51.52
S3 43.27 45.65 51.12
S4 38.99 41.37 49.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.86 49.46 6.40 11.5% 2.87 5.2% 94% True False 21,751
10 55.86 48.76 7.10 12.8% 2.57 4.6% 95% True False 22,466
20 55.86 46.14 9.72 17.5% 2.55 4.6% 96% True False 22,521
40 57.54 46.14 11.40 20.5% 2.45 4.4% 82% False False 21,226
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 0.47
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 70.78
2.618 65.05
1.618 61.54
1.000 59.37
0.618 58.03
HIGH 55.86
0.618 54.52
0.500 54.11
0.382 53.69
LOW 52.35
0.618 50.18
1.000 48.84
1.618 46.67
2.618 43.16
4.250 37.43
Fisher Pivots for day following 17-Mar-2009
Pivot 1 day 3 day
R1 55.02 54.71
PP 54.56 53.95
S1 54.11 53.18

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.