NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 145.34 142.21 -3.13 -2.2% 141.68
High 145.63 143.41 -2.22 -1.5% 146.68
Low 140.57 136.49 -4.08 -2.9% 140.42
Close 142.42 137.21 -5.21 -3.7% 145.09
Range 5.06 6.92 1.86 36.8% 6.26
ATR 4.21 4.41 0.19 4.6% 0.00
Volume 30,981 38,788 7,807 25.2% 138,750
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.80 155.42 141.02
R3 152.88 148.50 139.11
R2 145.96 145.96 138.48
R1 141.58 141.58 137.84 140.31
PP 139.04 139.04 139.04 138.40
S1 134.66 134.66 136.58 133.39
S2 132.12 132.12 135.94
S3 125.20 127.74 135.31
S4 118.28 120.82 133.40
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 162.84 160.23 148.53
R3 156.58 153.97 146.81
R2 150.32 150.32 146.24
R1 147.71 147.71 145.66 149.02
PP 144.06 144.06 144.06 144.72
S1 141.45 141.45 144.52 142.76
S2 137.80 137.80 143.94
S3 131.54 135.19 143.37
S4 125.28 128.93 141.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.68 136.49 10.19 7.4% 4.03 2.9% 7% False True 30,587
10 146.68 132.85 13.83 10.1% 4.35 3.2% 32% False False 28,468
20 146.68 132.25 14.43 10.5% 4.48 3.3% 34% False False 27,323
40 146.68 120.30 26.38 19.2% 4.48 3.3% 64% False False 24,221
60 146.68 107.24 39.44 28.7% 3.94 2.9% 76% False False 18,263
80 146.68 96.67 50.01 36.4% 3.53 2.6% 81% False False 14,892
100 146.68 93.39 53.29 38.8% 3.12 2.3% 82% False False 12,369
120 146.68 84.60 62.08 45.2% 2.79 2.0% 85% False False 10,489
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 0.71
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 172.82
2.618 161.53
1.618 154.61
1.000 150.33
0.618 147.69
HIGH 143.41
0.618 140.77
0.500 139.95
0.382 139.13
LOW 136.49
0.618 132.21
1.000 129.57
1.618 125.29
2.618 118.37
4.250 107.08
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 139.95 141.47
PP 139.04 140.05
S1 138.12 138.63

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.