NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 07-Jan-2009
Day Change Summary
Previous Current
06-Jan-2009 07-Jan-2009 Change Change % Previous Week
Open 48.40 48.41 0.01 0.0% 38.40
High 50.47 49.09 -1.38 -2.7% 46.74
Low 47.60 42.41 -5.19 -10.9% 36.94
Close 48.58 42.63 -5.95 -12.2% 46.34
Range 2.87 6.68 3.81 132.8% 9.80
ATR 4.23 4.41 0.17 4.1% 0.00
Volume 258,762 331,307 72,545 28.0% 541,018
Daily Pivots for day following 07-Jan-2009
Classic Woodie Camarilla DeMark
R4 64.75 60.37 46.30
R3 58.07 53.69 44.47
R2 51.39 51.39 43.85
R1 47.01 47.01 43.24 45.86
PP 44.71 44.71 44.71 44.14
S1 40.33 40.33 42.02 39.18
S2 38.03 38.03 41.41
S3 31.35 33.65 40.79
S4 24.67 26.97 38.96
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 72.74 69.34 51.73
R3 62.94 59.54 49.04
R2 53.14 53.14 48.14
R1 49.74 49.74 47.24 51.44
PP 43.34 43.34 43.34 44.19
S1 39.94 39.94 45.44 41.64
S2 33.54 33.54 44.54
S3 23.74 30.14 43.65
S4 13.94 20.34 40.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.47 36.94 13.53 31.7% 5.51 12.9% 42% False False 220,122
10 50.47 35.13 15.34 36.0% 4.48 10.5% 49% False False 170,448
20 52.95 35.13 17.82 41.8% 4.29 10.1% 42% False False 170,146
40 67.23 35.13 32.10 75.3% 4.15 9.7% 23% False False 110,101
60 85.78 35.13 50.65 118.8% 4.40 10.3% 15% False False 79,595
80 109.44 35.13 74.31 174.3% 4.61 10.8% 10% False False 62,311
100 123.65 35.13 88.52 207.6% 4.42 10.4% 8% False False 50,775
120 133.55 35.13 98.42 230.9% 4.19 9.8% 8% False False 42,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 1.11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 77.48
2.618 66.58
1.618 59.90
1.000 55.77
0.618 53.22
HIGH 49.09
0.618 46.54
0.500 45.75
0.382 44.96
LOW 42.41
0.618 38.28
1.000 35.73
1.618 31.60
2.618 24.92
4.250 14.02
Fisher Pivots for day following 07-Jan-2009
Pivot 1 day 3 day
R1 45.75 46.44
PP 44.71 45.17
S1 43.67 43.90

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.