NYMEX Light Sweet Crude Oil Future December 2009


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 79.38 79.63 0.25 0.3% 79.20
High 80.33 79.87 -0.46 -0.6% 80.51
Low 78.67 77.06 -1.61 -2.0% 75.57
Close 79.58 77.46 -2.12 -2.7% 76.35
Range 1.66 2.81 1.15 69.3% 4.94
ATR 2.42 2.45 0.03 1.2% 0.00
Volume 319,240 253,658 -65,582 -20.5% 1,413,851
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 86.56 84.82 79.01
R3 83.75 82.01 78.23
R2 80.94 80.94 77.98
R1 79.20 79.20 77.72 78.67
PP 78.13 78.13 78.13 77.86
S1 76.39 76.39 77.20 75.86
S2 75.32 75.32 76.94
S3 72.51 73.58 76.69
S4 69.70 70.77 75.91
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 92.30 89.26 79.07
R3 87.36 84.32 77.71
R2 82.42 82.42 77.26
R1 79.38 79.38 76.80 78.43
PP 77.48 77.48 77.48 77.00
S1 74.44 74.44 75.90 73.49
S2 72.54 72.54 75.44
S3 67.60 69.50 74.99
S4 62.66 64.56 73.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.33 75.57 4.76 6.1% 2.25 2.9% 40% False False 336,496
10 80.51 75.57 4.94 6.4% 2.46 3.2% 38% False False 294,110
20 81.78 75.57 6.21 8.0% 2.53 3.3% 30% False False 325,667
40 82.00 65.55 16.45 21.2% 2.42 3.1% 72% False False 255,925
60 82.00 65.55 16.45 21.2% 2.45 3.2% 72% False False 194,119
80 82.00 65.55 16.45 21.2% 2.46 3.2% 72% False False 159,258
100 82.00 62.21 19.79 25.5% 2.43 3.1% 77% False False 136,140
120 82.00 62.21 19.79 25.5% 2.42 3.1% 77% False False 119,452
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 0.64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.81
2.618 87.23
1.618 84.42
1.000 82.68
0.618 81.61
HIGH 79.87
0.618 78.80
0.500 78.47
0.382 78.13
LOW 77.06
0.618 75.32
1.000 74.25
1.618 72.51
2.618 69.70
4.250 65.12
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 78.47 78.70
PP 78.13 78.28
S1 77.80 77.87

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.