NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 139.69 136.15 -3.54 -2.5% 145.34
High 140.20 137.83 -2.37 -1.7% 148.13
Low 133.32 130.41 -2.91 -2.2% 136.49
Close 135.83 130.68 -5.15 -3.8% 145.96
Range 6.88 7.42 0.54 7.8% 11.64
ATR 5.05 5.22 0.17 3.4% 0.00
Volume 42,652 46,843 4,191 9.8% 167,231
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.23 150.38 134.76
R3 147.81 142.96 132.72
R2 140.39 140.39 132.04
R1 135.54 135.54 131.36 134.26
PP 132.97 132.97 132.97 132.33
S1 128.12 128.12 130.00 126.84
S2 125.55 125.55 129.32
S3 118.13 120.70 128.64
S4 110.71 113.28 126.60
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 178.45 173.84 152.36
R3 166.81 162.20 149.16
R2 155.17 155.17 148.09
R1 150.56 150.56 147.03 152.87
PP 143.53 143.53 143.53 144.68
S1 138.92 138.92 144.89 141.23
S2 131.89 131.89 143.83
S3 120.25 127.28 142.76
S4 108.61 115.64 139.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 148.13 130.41 17.72 13.6% 6.78 5.2% 2% False True 37,234
10 148.13 130.41 17.72 13.6% 5.73 4.4% 2% False True 34,984
20 148.13 130.41 17.72 13.6% 4.93 3.8% 2% False True 30,308
40 148.13 122.32 25.81 19.8% 4.97 3.8% 32% False False 28,687
60 148.13 108.00 40.13 30.7% 4.41 3.4% 57% False False 22,046
80 148.13 97.48 50.65 38.8% 3.84 2.9% 66% False False 17,696
100 148.13 96.67 51.46 39.4% 3.48 2.7% 66% False False 14,812
120 148.13 86.34 61.79 47.3% 3.11 2.4% 72% False False 12,499
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 0.92
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 169.37
2.618 157.26
1.618 149.84
1.000 145.25
0.618 142.42
HIGH 137.83
0.618 135.00
0.500 134.12
0.382 133.24
LOW 130.41
0.618 125.82
1.000 122.99
1.618 118.40
2.618 110.98
4.250 98.88
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 134.12 138.98
PP 132.97 136.21
S1 131.83 133.45

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.