NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 136.25 135.15 -1.10 -0.8% 136.75
High 137.09 137.88 0.79 0.6% 139.04
Low 134.18 133.75 -0.43 -0.3% 131.72
Close 135.70 137.78 2.08 1.5% 136.06
Range 2.91 4.13 1.22 41.9% 7.32
ATR 4.61 4.58 -0.03 -0.7% 0.00
Volume 33,011 30,429 -2,582 -7.8% 259,690
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.86 147.45 140.05
R3 144.73 143.32 138.92
R2 140.60 140.60 138.54
R1 139.19 139.19 138.16 139.90
PP 136.47 136.47 136.47 136.82
S1 135.06 135.06 137.40 135.77
S2 132.34 132.34 137.02
S3 128.21 130.93 136.64
S4 124.08 126.80 135.51
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.57 154.13 140.09
R3 150.25 146.81 138.07
R2 142.93 142.93 137.40
R1 139.49 139.49 136.73 137.55
PP 135.61 135.61 135.61 134.64
S1 132.17 132.17 135.39 130.23
S2 128.29 128.29 134.72
S3 120.97 124.85 134.05
S4 113.65 117.53 132.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 140.71 133.30 7.41 5.4% 4.26 3.1% 60% False False 36,362
10 140.71 122.37 18.34 13.3% 5.58 4.0% 84% False False 43,644
20 140.71 122.37 18.34 13.3% 5.03 3.6% 84% False False 45,460
40 140.71 107.00 33.71 24.5% 4.18 3.0% 91% False False 36,904
60 140.71 96.62 44.09 32.0% 3.66 2.7% 93% False False 31,214
80 140.71 95.83 44.88 32.6% 3.50 2.5% 93% False False 30,036
100 140.71 85.60 55.11 40.0% 3.20 2.3% 95% False False 27,550
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.91
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 155.43
2.618 148.69
1.618 144.56
1.000 142.01
0.618 140.43
HIGH 137.88
0.618 136.30
0.500 135.82
0.382 135.33
LOW 133.75
0.618 131.20
1.000 129.62
1.618 127.07
2.618 122.94
4.250 116.20
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 137.13 137.60
PP 136.47 137.41
S1 135.82 137.23

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.