NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 07-Aug-2009
Day Change Summary
Previous Current
06-Aug-2009 07-Aug-2009 Change Change % Previous Week
Open 76.04 75.87 -0.17 -0.2% 73.21
High 76.87 76.55 -0.32 -0.4% 76.87
Low 74.87 74.49 -0.38 -0.5% 72.86
Close 76.13 74.91 -1.22 -1.6% 74.91
Range 2.00 2.06 0.06 3.0% 4.01
ATR 2.44 2.42 -0.03 -1.1% 0.00
Volume 55,968 46,656 -9,312 -16.6% 300,935
Daily Pivots for day following 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 81.50 80.26 76.04
R3 79.44 78.20 75.48
R2 77.38 77.38 75.29
R1 76.14 76.14 75.10 75.73
PP 75.32 75.32 75.32 75.11
S1 74.08 74.08 74.72 73.67
S2 73.26 73.26 74.53
S3 71.20 72.02 74.34
S4 69.14 69.96 73.78
Weekly Pivots for week ending 07-Aug-2009
Classic Woodie Camarilla DeMark
R4 86.91 84.92 77.12
R3 82.90 80.91 76.01
R2 78.89 78.89 75.65
R1 76.90 76.90 75.28 77.90
PP 74.88 74.88 74.88 75.38
S1 72.89 72.89 74.54 73.89
S2 70.87 70.87 74.17
S3 66.86 68.88 73.81
S4 62.85 64.87 72.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.87 72.86 4.01 5.4% 2.11 2.8% 51% False False 60,187
10 76.87 67.58 9.29 12.4% 2.56 3.4% 79% False False 52,493
20 76.87 62.21 14.66 19.6% 2.33 3.1% 87% False False 49,344
40 76.87 62.21 14.66 19.6% 2.43 3.2% 87% False False 42,472
60 76.87 60.66 16.21 21.6% 2.29 3.1% 88% False False 39,225
80 76.87 54.92 21.95 29.3% 2.19 2.9% 91% False False 34,610
100 76.87 54.32 22.55 30.1% 2.23 3.0% 91% False False 31,976
120 76.87 46.14 30.73 41.0% 2.28 3.1% 94% False False 30,400
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 85.31
2.618 81.94
1.618 79.88
1.000 78.61
0.618 77.82
HIGH 76.55
0.618 75.76
0.500 75.52
0.382 75.28
LOW 74.49
0.618 73.22
1.000 72.43
1.618 71.16
2.618 69.10
4.250 65.74
Fisher Pivots for day following 07-Aug-2009
Pivot 1 day 3 day
R1 75.52 75.62
PP 75.32 75.38
S1 75.11 75.15

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.