NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 123.30 127.82 4.52 3.7% 131.00
High 128.37 128.65 0.28 0.2% 134.15
Low 122.10 123.94 1.84 1.5% 123.79
Close 127.85 125.29 -2.56 -2.0% 124.62
Range 6.27 4.71 -1.56 -24.9% 10.36
ATR 4.70 4.70 0.00 0.0% 0.00
Volume 50,008 63,672 13,664 27.3% 207,218
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 140.09 137.40 127.88
R3 135.38 132.69 126.59
R2 130.67 130.67 126.15
R1 127.98 127.98 125.72 126.97
PP 125.96 125.96 125.96 125.46
S1 123.27 123.27 124.86 122.26
S2 121.25 121.25 124.43
S3 116.54 118.56 123.99
S4 111.83 113.85 122.70
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 158.60 151.97 130.32
R3 148.24 141.61 127.47
R2 137.88 137.88 126.52
R1 131.25 131.25 125.57 129.39
PP 127.52 127.52 127.52 126.59
S1 120.89 120.89 123.67 119.03
S2 117.16 117.16 122.72
S3 106.80 110.53 121.77
S4 96.44 100.17 118.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128.65 121.92 6.73 5.4% 4.46 3.6% 50% True False 53,204
10 134.20 121.92 12.28 9.8% 4.29 3.4% 27% False False 45,750
20 148.60 121.92 26.68 21.3% 4.89 3.9% 13% False False 41,600
40 148.60 121.92 26.68 21.3% 4.84 3.9% 13% False False 40,018
60 148.60 119.59 29.01 23.2% 4.54 3.6% 20% False False 40,265
80 148.60 104.47 44.13 35.2% 4.14 3.3% 47% False False 35,481
100 148.60 95.83 52.77 42.1% 3.94 3.1% 56% False False 33,019
120 148.60 90.69 57.91 46.2% 3.67 2.9% 60% False False 31,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.91
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 148.67
2.618 140.98
1.618 136.27
1.000 133.36
0.618 131.56
HIGH 128.65
0.618 126.85
0.500 126.30
0.382 125.74
LOW 123.94
0.618 121.03
1.000 119.23
1.618 116.32
2.618 111.61
4.250 103.92
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 126.30 125.29
PP 125.96 125.29
S1 125.63 125.29

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.