NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 124.03 125.50 1.47 1.2% 130.70
High 125.73 126.35 0.62 0.5% 133.35
Low 123.20 120.90 -2.30 -1.9% 123.06
Close 125.29 122.74 -2.55 -2.0% 123.82
Range 2.53 5.45 2.92 115.4% 10.29
ATR 4.66 4.72 0.06 1.2% 0.00
Volume 51,680 33,646 -18,034 -34.9% 256,055
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 139.68 136.66 125.74
R3 134.23 131.21 124.24
R2 128.78 128.78 123.74
R1 125.76 125.76 123.24 124.55
PP 123.33 123.33 123.33 122.72
S1 120.31 120.31 122.24 119.10
S2 117.88 117.88 121.74
S3 112.43 114.86 121.24
S4 106.98 109.41 119.74
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.61 151.01 129.48
R3 147.32 140.72 126.65
R2 137.03 137.03 125.71
R1 130.43 130.43 124.76 128.59
PP 126.74 126.74 126.74 125.82
S1 120.14 120.14 122.88 118.30
S2 116.45 116.45 121.93
S3 106.16 109.85 120.99
S4 95.87 99.56 118.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129.21 120.90 8.31 6.8% 3.83 3.1% 22% False True 52,872
10 140.20 120.90 19.30 15.7% 4.72 3.8% 10% False True 48,055
20 148.13 120.90 27.23 22.2% 4.83 3.9% 7% False True 39,861
40 148.13 120.90 27.23 22.2% 4.93 4.0% 7% False True 33,282
60 148.13 117.55 30.58 24.9% 4.49 3.7% 17% False False 27,643
80 148.13 104.51 43.62 35.5% 4.01 3.3% 42% False False 22,134
100 148.13 96.67 51.46 41.9% 3.67 3.0% 51% False False 18,519
120 148.13 90.06 58.07 47.3% 3.29 2.7% 56% False False 15,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.96
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 149.51
2.618 140.62
1.618 135.17
1.000 131.80
0.618 129.72
HIGH 126.35
0.618 124.27
0.500 123.63
0.382 122.98
LOW 120.90
0.618 117.53
1.000 115.45
1.618 112.08
2.618 106.63
4.250 97.74
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 123.63 123.94
PP 123.33 123.54
S1 123.04 123.14

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.