NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 15-May-2009
Day Change Summary
Previous Current
14-May-2009 15-May-2009 Change Change % Previous Week
Open 60.37 61.21 0.84 1.4% 61.06
High 61.49 61.21 -0.28 -0.5% 62.34
Low 59.40 58.40 -1.00 -1.7% 58.40
Close 61.12 58.61 -2.51 -4.1% 58.61
Range 2.09 2.81 0.72 34.4% 3.94
ATR 2.10 2.15 0.05 2.4% 0.00
Volume 23,471 17,133 -6,338 -27.0% 96,769
Daily Pivots for day following 15-May-2009
Classic Woodie Camarilla DeMark
R4 67.84 66.03 60.16
R3 65.03 63.22 59.38
R2 62.22 62.22 59.13
R1 60.41 60.41 58.87 59.91
PP 59.41 59.41 59.41 59.16
S1 57.60 57.60 58.35 57.10
S2 56.60 56.60 58.09
S3 53.79 54.79 57.84
S4 50.98 51.98 57.06
Weekly Pivots for week ending 15-May-2009
Classic Woodie Camarilla DeMark
R4 71.60 69.05 60.78
R3 67.66 65.11 59.69
R2 63.72 63.72 59.33
R1 61.17 61.17 58.97 60.48
PP 59.78 59.78 59.78 59.44
S1 57.23 57.23 58.25 56.54
S2 55.84 55.84 57.89
S3 51.90 53.29 57.53
S4 47.96 49.35 56.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.34 58.40 3.94 6.7% 2.13 3.6% 5% False True 19,353
10 62.34 56.43 5.91 10.1% 2.10 3.6% 37% False False 20,297
20 62.34 51.96 10.38 17.7% 2.04 3.5% 64% False False 16,520
40 62.34 51.96 10.38 17.7% 1.92 3.3% 64% False False 13,350
60 62.34 44.76 17.58 30.0% 2.12 3.6% 79% False False 11,894
80 62.34 44.19 18.15 31.0% 2.10 3.6% 79% False False 10,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 73.15
2.618 68.57
1.618 65.76
1.000 64.02
0.618 62.95
HIGH 61.21
0.618 60.14
0.500 59.81
0.382 59.47
LOW 58.40
0.618 56.66
1.000 55.59
1.618 53.85
2.618 51.04
4.250 46.46
Fisher Pivots for day following 15-May-2009
Pivot 1 day 3 day
R1 59.81 60.36
PP 59.41 59.77
S1 59.01 59.19

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.