NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Oct-2009
Day Change Summary
Previous Current
16-Oct-2009 19-Oct-2009 Change Change % Previous Week
Open 78.26 79.12 0.86 1.1% 72.84
High 79.21 80.05 0.84 1.1% 79.21
Low 77.33 78.45 1.12 1.4% 72.50
Close 79.02 79.96 0.94 1.2% 79.02
Range 1.88 1.60 -0.28 -14.9% 6.71
ATR 2.36 2.31 -0.05 -2.3% 0.00
Volume 243,455 214,276 -29,179 -12.0% 983,006
Daily Pivots for day following 19-Oct-2009
Classic Woodie Camarilla DeMark
R4 84.29 83.72 80.84
R3 82.69 82.12 80.40
R2 81.09 81.09 80.25
R1 80.52 80.52 80.11 80.81
PP 79.49 79.49 79.49 79.63
S1 78.92 78.92 79.81 79.21
S2 77.89 77.89 79.67
S3 76.29 77.32 79.52
S4 74.69 75.72 79.08
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 97.04 94.74 82.71
R3 90.33 88.03 80.87
R2 83.62 83.62 80.25
R1 81.32 81.32 79.64 82.47
PP 76.91 76.91 76.91 77.49
S1 74.61 74.61 78.40 75.76
S2 70.20 70.20 77.79
S3 63.49 67.90 77.17
S4 56.78 61.19 75.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.05 73.30 6.75 8.4% 1.91 2.4% 99% True False 208,262
10 80.05 69.19 10.86 13.6% 2.11 2.6% 99% True False 194,799
20 80.05 65.55 14.50 18.1% 2.37 3.0% 99% True False 150,924
40 80.05 65.55 14.50 18.1% 2.37 3.0% 99% True False 108,298
60 80.05 65.55 14.50 18.1% 2.43 3.0% 99% True False 89,455
80 80.05 62.21 17.84 22.3% 2.42 3.0% 99% True False 77,792
100 80.05 62.21 17.84 22.3% 2.38 3.0% 99% True False 69,534
120 80.05 56.46 23.59 29.5% 2.31 2.9% 100% True False 61,976
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 86.85
2.618 84.24
1.618 82.64
1.000 81.65
0.618 81.04
HIGH 80.05
0.618 79.44
0.500 79.25
0.382 79.06
LOW 78.45
0.618 77.46
1.000 76.85
1.618 75.86
2.618 74.26
4.250 71.65
Fisher Pivots for day following 19-Oct-2009
Pivot 1 day 3 day
R1 79.72 79.19
PP 79.49 78.43
S1 79.25 77.66

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.