NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 134.98 137.30 2.32 1.7% 137.32
High 137.74 138.58 0.84 0.6% 139.14
Low 133.71 133.35 -0.36 -0.3% 132.06
Close 137.74 133.43 -4.31 -3.1% 136.04
Range 4.03 5.23 1.20 29.8% 7.08
ATR 4.13 4.21 0.08 1.9% 0.00
Volume 12,998 14,488 1,490 11.5% 98,139
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 150.81 147.35 136.31
R3 145.58 142.12 134.87
R2 140.35 140.35 134.39
R1 136.89 136.89 133.91 136.01
PP 135.12 135.12 135.12 134.68
S1 131.66 131.66 132.95 130.78
S2 129.89 129.89 132.47
S3 124.66 126.43 131.99
S4 119.43 121.20 130.55
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 156.99 153.59 139.93
R3 149.91 146.51 137.99
R2 142.83 142.83 137.34
R1 139.43 139.43 136.69 137.59
PP 135.75 135.75 135.75 134.83
S1 132.35 132.35 135.39 130.51
S2 128.67 128.67 134.74
S3 121.59 125.27 134.09
S4 114.51 118.19 132.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.11 133.35 6.76 5.1% 3.95 3.0% 1% False True 13,752
10 140.11 128.26 11.85 8.9% 5.07 3.8% 44% False False 16,761
20 140.11 122.40 17.71 13.3% 4.61 3.5% 62% False False 14,919
40 140.11 107.60 32.51 24.4% 3.58 2.7% 79% False False 9,942
60 140.11 98.15 41.96 31.4% 2.78 2.1% 84% False False 7,378
80 140.11 96.27 43.84 32.9% 2.44 1.8% 85% False False 6,044
100 140.11 86.22 53.89 40.4% 2.16 1.6% 88% False False 4,981
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 0.68
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 160.81
2.618 152.27
1.618 147.04
1.000 143.81
0.618 141.81
HIGH 138.58
0.618 136.58
0.500 135.97
0.382 135.35
LOW 133.35
0.618 130.12
1.000 128.12
1.618 124.89
2.618 119.66
4.250 111.12
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 135.97 135.97
PP 135.12 135.12
S1 134.28 134.28

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.