NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 80.12 82.00 1.88 2.3% 92.50
High 82.52 84.83 2.31 2.8% 93.02
Low 79.45 78.31 -1.14 -1.4% 77.09
Close 81.19 78.63 -2.56 -3.2% 77.70
Range 3.07 6.52 3.45 112.4% 15.93
ATR 6.06 6.09 0.03 0.5% 0.00
Volume 363,996 210,713 -153,283 -42.1% 1,451,443
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 100.15 95.91 82.22
R3 93.63 89.39 80.42
R2 87.11 87.11 79.83
R1 82.87 82.87 79.23 81.73
PP 80.59 80.59 80.59 80.02
S1 76.35 76.35 78.03 75.21
S2 74.07 74.07 77.43
S3 67.55 69.83 76.84
S4 61.03 63.31 75.04
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 130.39 119.98 86.46
R3 114.46 104.05 82.08
R2 98.53 98.53 80.62
R1 88.12 88.12 79.16 85.36
PP 82.60 82.60 82.60 81.23
S1 72.19 72.19 76.24 69.43
S2 66.67 66.67 74.78
S3 50.74 56.26 73.32
S4 34.81 40.33 68.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.99 77.09 13.90 17.7% 5.64 7.2% 11% False False 301,036
10 102.84 77.09 25.75 32.7% 5.69 7.2% 6% False False 278,245
20 110.45 77.09 33.36 42.4% 6.32 8.0% 5% False False 263,244
40 122.43 77.09 45.34 57.7% 5.56 7.1% 3% False False 174,572
60 133.79 77.09 56.70 72.1% 5.12 6.5% 3% False False 127,988
80 148.47 77.09 71.38 90.8% 4.98 6.3% 2% False False 100,158
100 148.47 77.09 71.38 90.8% 4.89 6.2% 2% False False 83,123
120 148.47 77.09 71.38 90.8% 4.53 5.8% 2% False False 70,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.54
2.618 101.90
1.618 95.38
1.000 91.35
0.618 88.86
HIGH 84.83
0.618 82.34
0.500 81.57
0.382 80.80
LOW 78.31
0.618 74.28
1.000 71.79
1.618 67.76
2.618 61.24
4.250 50.60
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 81.57 81.11
PP 80.59 80.28
S1 79.61 79.46

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.