NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 130.70 132.38 1.68 1.3% 145.24
High 133.13 133.35 0.22 0.2% 147.55
Low 129.63 126.97 -2.66 -2.1% 129.45
Close 132.26 128.97 -3.29 -2.5% 129.97
Range 3.50 6.38 2.88 82.3% 18.10
ATR 5.01 5.11 0.10 2.0% 0.00
Volume 44,393 32,626 -11,767 -26.5% 205,444
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 148.90 145.32 132.48
R3 142.52 138.94 130.72
R2 136.14 136.14 130.14
R1 132.56 132.56 129.55 131.16
PP 129.76 129.76 129.76 129.07
S1 126.18 126.18 128.39 124.78
S2 123.38 123.38 127.80
S3 117.00 119.80 127.22
S4 110.62 113.42 125.46
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 189.96 178.06 139.93
R3 171.86 159.96 134.95
R2 153.76 153.76 133.29
R1 141.86 141.86 131.63 138.76
PP 135.66 135.66 135.66 134.11
S1 123.76 123.76 128.31 120.66
S2 117.56 117.56 126.65
S3 99.46 105.66 124.99
S4 81.36 87.56 120.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.20 126.97 13.23 10.3% 5.62 4.4% 15% False True 43,239
10 148.13 126.97 21.16 16.4% 5.73 4.4% 9% False True 37,992
20 148.13 126.97 21.16 16.4% 5.04 3.9% 9% False True 33,230
40 148.13 122.32 25.81 20.0% 4.99 3.9% 26% False False 29,429
60 148.13 108.00 40.13 31.1% 4.51 3.5% 52% False False 23,830
80 148.13 97.48 50.65 39.3% 3.90 3.0% 62% False False 19,149
100 148.13 96.67 51.46 39.9% 3.58 2.8% 63% False False 16,047
120 148.13 86.34 61.79 47.9% 3.19 2.5% 69% False False 13,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 160.47
2.618 150.05
1.618 143.67
1.000 139.73
0.618 137.29
HIGH 133.35
0.618 130.91
0.500 130.16
0.382 129.41
LOW 126.97
0.618 123.03
1.000 120.59
1.618 116.65
2.618 110.27
4.250 99.86
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 130.16 130.16
PP 129.76 129.76
S1 129.37 129.37

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.