NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 06-Oct-2008
Day Change Summary
Previous Current
03-Oct-2008 06-Oct-2008 Change Change % Previous Week
Open 93.85 92.50 -1.35 -1.4% 106.89
High 96.03 92.68 -3.35 -3.5% 106.91
Low 91.30 87.56 -3.74 -4.1% 91.30
Close 93.88 87.81 -6.07 -6.5% 93.88
Range 4.73 5.12 0.39 8.2% 15.61
ATR 6.03 6.05 0.02 0.3% 0.00
Volume 223,270 238,984 15,714 7.0% 1,173,281
Daily Pivots for day following 06-Oct-2008
Classic Woodie Camarilla DeMark
R4 104.71 101.38 90.63
R3 99.59 96.26 89.22
R2 94.47 94.47 88.75
R1 91.14 91.14 88.28 90.25
PP 89.35 89.35 89.35 88.90
S1 86.02 86.02 87.34 85.13
S2 84.23 84.23 86.87
S3 79.11 80.90 86.40
S4 73.99 75.78 84.99
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 144.19 134.65 102.47
R3 128.58 119.04 98.17
R2 112.97 112.97 96.74
R1 103.43 103.43 95.31 100.40
PP 97.36 97.36 97.36 95.85
S1 87.82 87.82 92.45 84.79
S2 81.75 81.75 91.02
S3 66.14 72.21 89.59
S4 50.53 56.60 85.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.84 87.56 15.28 17.4% 6.53 7.4% 2% False True 248,762
10 109.58 87.56 22.02 25.1% 6.41 7.3% 1% False True 254,197
20 110.60 87.56 23.04 26.2% 6.00 6.8% 1% False True 215,155
40 122.43 87.56 34.87 39.7% 5.32 6.1% 1% False True 137,269
60 148.47 87.56 60.91 69.4% 5.18 5.9% 0% False True 100,268
80 148.47 87.56 60.91 69.4% 4.86 5.5% 0% False True 78,884
100 148.47 87.56 60.91 69.4% 4.79 5.5% 0% False True 65,737
120 148.47 87.56 60.91 69.4% 4.32 4.9% 0% False True 55,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.44
2.618 106.08
1.618 100.96
1.000 97.80
0.618 95.84
HIGH 92.68
0.618 90.72
0.500 90.12
0.382 89.52
LOW 87.56
0.618 84.40
1.000 82.44
1.618 79.28
2.618 74.16
4.250 65.80
Fisher Pivots for day following 06-Oct-2008
Pivot 1 day 3 day
R1 90.12 93.97
PP 89.35 91.91
S1 88.58 89.86

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.