NYMEX Light Sweet Crude Oil Future September 2009


Trading Metrics calculated at close of trading on 18-Jun-2009
Day Change Summary
Previous Current
17-Jun-2009 18-Jun-2009 Change Change % Previous Week
Open 71.66 72.49 0.83 1.2% 69.86
High 72.79 73.17 0.38 0.5% 74.66
Low 70.62 71.64 1.02 1.4% 68.60
Close 72.61 72.69 0.08 0.1% 73.56
Range 2.17 1.53 -0.64 -29.5% 6.06
ATR 2.25 2.20 -0.05 -2.3% 0.00
Volume 33,418 53,560 20,142 60.3% 290,190
Daily Pivots for day following 18-Jun-2009
Classic Woodie Camarilla DeMark
R4 77.09 76.42 73.53
R3 75.56 74.89 73.11
R2 74.03 74.03 72.97
R1 73.36 73.36 72.83 73.70
PP 72.50 72.50 72.50 72.67
S1 71.83 71.83 72.55 72.17
S2 70.97 70.97 72.41
S3 69.44 70.30 72.27
S4 67.91 68.77 71.85
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 90.45 88.07 76.89
R3 84.39 82.01 75.23
R2 78.33 78.33 74.67
R1 75.95 75.95 74.12 77.14
PP 72.27 72.27 72.27 72.87
S1 69.89 69.89 73.00 71.08
S2 66.21 66.21 72.45
S3 60.15 63.83 71.89
S4 54.09 57.77 70.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.22 70.62 3.60 5.0% 2.17 3.0% 58% False False 43,173
10 74.66 68.60 6.06 8.3% 2.06 2.8% 67% False False 48,542
20 74.66 61.03 13.63 18.8% 2.17 3.0% 86% False False 39,193
40 74.66 51.96 22.70 31.2% 2.12 2.9% 91% False False 28,541
60 74.66 51.96 22.70 31.2% 2.04 2.8% 91% False False 22,534
80 74.66 45.78 28.88 39.7% 2.15 3.0% 93% False False 19,223
100 74.66 44.19 30.47 41.9% 2.11 2.9% 94% False False 16,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.52
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.67
2.618 77.18
1.618 75.65
1.000 74.70
0.618 74.12
HIGH 73.17
0.618 72.59
0.500 72.41
0.382 72.22
LOW 71.64
0.618 70.69
1.000 70.11
1.618 69.16
2.618 67.63
4.250 65.14
Fisher Pivots for day following 18-Jun-2009
Pivot 1 day 3 day
R1 72.60 72.60
PP 72.50 72.51
S1 72.41 72.42

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.