NYMEX Light Sweet Crude Oil Future October 2009


Trading Metrics calculated at close of trading on 23-Jul-2009
Day Change Summary
Previous Current
22-Jul-2009 23-Jul-2009 Change Change % Previous Week
Open 66.34 67.05 0.71 1.1% 62.08
High 67.32 69.18 1.86 2.8% 66.25
Low 65.35 66.33 0.98 1.5% 60.43
Close 67.04 68.87 1.83 2.7% 65.85
Range 1.97 2.85 0.88 44.7% 5.82
ATR 2.30 2.34 0.04 1.7% 0.00
Volume 69,586 91,933 22,347 32.1% 181,076
Daily Pivots for day following 23-Jul-2009
Classic Woodie Camarilla DeMark
R4 76.68 75.62 70.44
R3 73.83 72.77 69.65
R2 70.98 70.98 69.39
R1 69.92 69.92 69.13 70.45
PP 68.13 68.13 68.13 68.39
S1 67.07 67.07 68.61 67.60
S2 65.28 65.28 68.35
S3 62.43 64.22 68.09
S4 59.58 61.37 67.30
Weekly Pivots for week ending 17-Jul-2009
Classic Woodie Camarilla DeMark
R4 81.64 79.56 69.05
R3 75.82 73.74 67.45
R2 70.00 70.00 66.92
R1 67.92 67.92 66.38 68.96
PP 64.18 64.18 64.18 64.70
S1 62.10 62.10 65.32 63.14
S2 58.36 58.36 64.78
S3 52.54 56.28 64.25
S4 46.72 50.46 62.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.18 63.39 5.79 8.4% 2.29 3.3% 95% True False 59,264
10 69.18 60.43 8.75 12.7% 2.15 3.1% 96% True False 46,872
20 74.85 60.43 14.42 20.9% 2.43 3.5% 59% False False 36,113
40 75.27 60.43 14.84 21.5% 2.29 3.3% 57% False False 25,316
60 75.27 54.66 20.61 29.9% 2.12 3.1% 69% False False 20,166
80 75.27 53.00 22.27 32.3% 1.98 2.9% 71% False False 16,899
100 75.27 48.64 26.63 38.7% 1.94 2.8% 76% False False 14,739
120 75.27 45.06 30.21 43.9% 1.87 2.7% 79% False False 13,037
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 0.58
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.29
2.618 76.64
1.618 73.79
1.000 72.03
0.618 70.94
HIGH 69.18
0.618 68.09
0.500 67.76
0.382 67.42
LOW 66.33
0.618 64.57
1.000 63.48
1.618 61.72
2.618 58.87
4.250 54.22
Fisher Pivots for day following 23-Jul-2009
Pivot 1 day 3 day
R1 68.50 68.34
PP 68.13 67.80
S1 67.76 67.27

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.