NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 135.86 137.49 1.63 1.2% 135.24
High 138.51 139.00 0.49 0.4% 140.11
Low 135.39 136.98 1.59 1.2% 132.87
Close 137.28 137.78 0.50 0.4% 135.71
Range 3.12 2.02 -1.10 -35.3% 7.24
ATR 4.15 4.00 -0.15 -3.7% 0.00
Volume 13,987 8,307 -5,680 -40.6% 71,521
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 143.98 142.90 138.89
R3 141.96 140.88 138.34
R2 139.94 139.94 138.15
R1 138.86 138.86 137.97 139.40
PP 137.92 137.92 137.92 138.19
S1 136.84 136.84 137.59 137.38
S2 135.90 135.90 137.41
S3 133.88 134.82 137.22
S4 131.86 132.80 136.67
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.95 154.07 139.69
R3 150.71 146.83 137.70
R2 143.47 143.47 137.04
R1 139.59 139.59 136.37 141.53
PP 136.23 136.23 136.23 137.20
S1 132.35 132.35 135.05 134.29
S2 128.99 128.99 134.38
S3 121.75 125.11 133.72
S4 114.51 117.87 131.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.00 132.87 6.13 4.4% 3.78 2.7% 80% True False 13,247
10 140.11 132.35 7.76 5.6% 4.08 3.0% 70% False False 14,182
20 140.11 122.40 17.71 12.9% 4.43 3.2% 87% False False 14,251
40 140.11 107.60 32.51 23.6% 3.72 2.7% 93% False False 10,650
60 140.11 98.15 41.96 30.5% 2.82 2.0% 94% False False 7,906
80 140.11 96.27 43.84 31.8% 2.54 1.8% 95% False False 6,497
100 140.11 86.22 53.89 39.1% 2.24 1.6% 96% False False 5,354
120 140.11 85.48 54.63 39.7% 1.98 1.4% 96% False False 4,544
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 147.59
2.618 144.29
1.618 142.27
1.000 141.02
0.618 140.25
HIGH 139.00
0.618 138.23
0.500 137.99
0.382 137.75
LOW 136.98
0.618 135.73
1.000 134.96
1.618 133.71
2.618 131.69
4.250 128.40
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 137.99 137.17
PP 137.92 136.55
S1 137.85 135.94

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.