NYMEX Light Sweet Crude Oil Future October 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 101.15 99.35 -1.80 -1.8% 107.75
High 102.89 101.19 -1.70 -1.7% 109.89
Low 99.99 94.00 -5.99 -6.0% 99.99
Close 101.18 95.71 -5.47 -5.4% 101.18
Range 2.90 7.19 4.29 147.9% 9.90
ATR 4.62 4.81 0.18 4.0% 0.00
Volume 311,505 273,124 -38,381 -12.3% 1,542,518
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 118.54 114.31 99.66
R3 111.35 107.12 97.69
R2 104.16 104.16 97.03
R1 99.93 99.93 96.37 98.45
PP 96.97 96.97 96.97 96.23
S1 92.74 92.74 95.05 91.26
S2 89.78 89.78 94.39
S3 82.59 85.55 93.73
S4 75.40 78.36 91.76
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 133.39 127.18 106.63
R3 123.49 117.28 103.90
R2 113.59 113.59 103.00
R1 107.38 107.38 102.09 105.54
PP 103.69 103.69 103.69 102.76
S1 97.48 97.48 100.27 95.64
S2 93.79 93.79 99.37
S3 83.89 87.58 98.46
S4 73.99 77.68 95.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.77 94.00 12.77 13.3% 4.52 4.7% 13% False True 313,306
10 117.25 94.00 23.25 24.3% 4.97 5.2% 7% False True 293,360
20 122.04 94.00 28.04 29.3% 4.95 5.2% 6% False True 267,530
40 133.35 94.00 39.35 41.1% 4.71 4.9% 4% False True 180,575
60 148.13 94.00 54.13 56.6% 4.76 5.0% 3% False True 130,860
80 148.13 94.00 54.13 56.6% 4.82 5.0% 3% False True 104,894
100 148.13 94.00 54.13 56.6% 4.54 4.7% 3% False True 85,909
120 148.13 94.00 54.13 56.6% 4.15 4.3% 3% False True 72,363
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 0.93
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 131.75
2.618 120.01
1.618 112.82
1.000 108.38
0.618 105.63
HIGH 101.19
0.618 98.44
0.500 97.60
0.382 96.75
LOW 94.00
0.618 89.56
1.000 86.81
1.618 82.37
2.618 75.18
4.250 63.44
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 97.60 98.98
PP 96.97 97.89
S1 96.34 96.80

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.