NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 21-Sep-2009
Day Change Summary
Previous Current
18-Sep-2009 21-Sep-2009 Change Change % Previous Week
Open 73.27 72.76 -0.51 -0.7% 70.09
High 73.65 73.15 -0.50 -0.7% 74.00
Low 72.25 69.77 -2.48 -3.4% 69.05
Close 73.04 70.41 -2.63 -3.6% 73.04
Range 1.40 3.38 1.98 141.4% 4.95
ATR 2.30 2.38 0.08 3.3% 0.00
Volume 72,460 51,651 -20,809 -28.7% 368,820
Daily Pivots for day following 21-Sep-2009
Classic Woodie Camarilla DeMark
R4 81.25 79.21 72.27
R3 77.87 75.83 71.34
R2 74.49 74.49 71.03
R1 72.45 72.45 70.72 71.78
PP 71.11 71.11 71.11 70.78
S1 69.07 69.07 70.10 68.40
S2 67.73 67.73 69.79
S3 64.35 65.69 69.48
S4 60.97 62.31 68.55
Weekly Pivots for week ending 18-Sep-2009
Classic Woodie Camarilla DeMark
R4 86.88 84.91 75.76
R3 81.93 79.96 74.40
R2 76.98 76.98 73.95
R1 75.01 75.01 73.49 76.00
PP 72.03 72.03 72.03 72.52
S1 70.06 70.06 72.59 71.05
S2 67.08 67.08 72.13
S3 62.13 65.11 71.68
S4 57.18 60.16 70.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.00 69.38 4.62 6.6% 2.23 3.2% 22% False False 67,685
10 74.00 68.65 5.35 7.6% 2.41 3.4% 33% False False 75,147
20 76.15 68.21 7.94 11.3% 2.37 3.4% 28% False False 65,672
40 76.87 67.58 9.29 13.2% 2.46 3.5% 30% False False 58,721
60 76.87 62.21 14.66 20.8% 2.44 3.5% 56% False False 53,415
80 76.87 62.21 14.66 20.8% 2.38 3.4% 56% False False 49,186
100 76.87 56.46 20.41 29.0% 2.29 3.3% 68% False False 44,186
120 76.87 54.92 21.95 31.2% 2.28 3.2% 71% False False 39,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 87.52
2.618 82.00
1.618 78.62
1.000 76.53
0.618 75.24
HIGH 73.15
0.618 71.86
0.500 71.46
0.382 71.06
LOW 69.77
0.618 67.68
1.000 66.39
1.618 64.30
2.618 60.92
4.250 55.41
Fisher Pivots for day following 21-Sep-2009
Pivot 1 day 3 day
R1 71.46 71.89
PP 71.11 71.39
S1 70.76 70.90

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.