NYMEX Light Sweet Crude Oil Future November 2009


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 70.40 70.35 -0.05 -0.1% 66.15
High 71.39 70.69 -0.70 -1.0% 71.39
Low 69.13 68.32 -0.81 -1.2% 65.41
Close 70.82 69.95 -0.87 -1.2% 69.95
Range 2.26 2.37 0.11 4.9% 5.98
ATR 2.56 2.56 0.00 -0.2% 0.00
Volume 386,690 334,690 -52,000 -13.4% 1,515,454
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 76.76 75.73 71.25
R3 74.39 73.36 70.60
R2 72.02 72.02 70.38
R1 70.99 70.99 70.17 70.32
PP 69.65 69.65 69.65 69.32
S1 68.62 68.62 69.73 67.95
S2 67.28 67.28 69.52
S3 64.91 66.25 69.30
S4 62.54 63.88 68.65
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 86.86 84.38 73.24
R3 80.88 78.40 71.59
R2 74.90 74.90 71.05
R1 72.42 72.42 70.50 73.66
PP 68.92 68.92 68.92 69.54
S1 66.44 66.44 69.40 67.68
S2 62.94 62.94 68.85
S3 56.96 60.46 68.31
S4 50.98 54.48 66.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.39 65.41 5.98 8.5% 2.55 3.7% 76% False False 303,090
10 72.65 65.05 7.60 10.9% 2.74 3.9% 64% False False 281,648
20 73.58 65.05 8.53 12.2% 2.51 3.6% 57% False False 208,808
40 75.69 65.05 10.64 15.2% 2.52 3.6% 46% False False 134,854
60 75.89 61.38 14.51 20.7% 2.45 3.5% 59% False False 99,908
80 75.89 61.38 14.51 20.7% 2.42 3.5% 59% False False 77,209
100 75.89 59.95 15.94 22.8% 2.27 3.2% 63% False False 63,411
120 75.89 54.20 21.69 31.0% 2.10 3.0% 73% False False 53,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.76
2.618 76.89
1.618 74.52
1.000 73.06
0.618 72.15
HIGH 70.69
0.618 69.78
0.500 69.51
0.382 69.23
LOW 68.32
0.618 66.86
1.000 65.95
1.618 64.49
2.618 62.12
4.250 58.25
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 69.80 69.57
PP 69.65 69.19
S1 69.51 68.81

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.