NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 53.32 56.55 3.23 6.1% 56.05
High 57.35 58.52 1.17 2.0% 58.52
Low 53.32 56.24 2.92 5.5% 51.74
Close 57.22 57.71 0.49 0.9% 57.71
Range 4.03 2.28 -1.75 -43.4% 6.78
ATR 2.55 2.53 -0.02 -0.8% 0.00
Volume 15,306 16,137 831 5.4% 64,071
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 64.33 63.30 58.96
R3 62.05 61.02 58.34
R2 59.77 59.77 58.13
R1 58.74 58.74 57.92 59.26
PP 57.49 57.49 57.49 57.75
S1 56.46 56.46 57.50 56.98
S2 55.21 55.21 57.29
S3 52.93 54.18 57.08
S4 50.65 51.90 56.46
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 76.33 73.80 61.44
R3 69.55 67.02 59.57
R2 62.77 62.77 58.95
R1 60.24 60.24 58.33 61.51
PP 55.99 55.99 55.99 56.62
S1 53.46 53.46 57.09 54.73
S2 49.21 49.21 56.47
S3 42.43 46.68 55.85
S4 35.65 39.90 53.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.52 51.74 6.78 11.7% 2.60 4.5% 88% True False 12,814
10 58.52 51.74 6.78 11.7% 2.12 3.7% 88% True False 10,113
20 58.52 47.14 11.38 19.7% 2.31 4.0% 93% True False 10,054
40 58.52 43.34 15.18 26.3% 2.29 4.0% 95% True False 9,491
60 58.52 43.34 15.18 26.3% 2.10 3.6% 95% True False 8,260
80 60.48 43.34 17.14 29.7% 1.97 3.4% 84% False False 6,900
100 71.56 43.34 28.22 48.9% 1.79 3.1% 51% False False 5,952
120 84.82 43.34 41.48 71.9% 1.75 3.0% 35% False False 5,244
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.21
2.618 64.49
1.618 62.21
1.000 60.80
0.618 59.93
HIGH 58.52
0.618 57.65
0.500 57.38
0.382 57.11
LOW 56.24
0.618 54.83
1.000 53.96
1.618 52.55
2.618 50.27
4.250 46.55
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 57.60 56.85
PP 57.49 55.99
S1 57.38 55.13

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.