NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 64.50 68.11 3.61 5.6% 72.70
High 69.24 70.60 1.36 2.0% 76.24
Low 63.65 64.04 0.39 0.6% 62.65
Close 67.50 65.96 -1.54 -2.3% 64.15
Range 5.59 6.56 0.97 17.4% 13.59
ATR 5.53 5.61 0.07 1.3% 0.00
Volume 222,083 315,415 93,332 42.0% 1,188,572
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.55 82.81 69.57
R3 79.99 76.25 67.76
R2 73.43 73.43 67.16
R1 69.69 69.69 66.56 68.28
PP 66.87 66.87 66.87 66.16
S1 63.13 63.13 65.36 61.72
S2 60.31 60.31 64.76
S3 53.75 56.57 64.16
S4 47.19 50.01 62.35
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.45 99.89 71.62
R3 94.86 86.30 67.89
R2 81.27 81.27 66.64
R1 72.71 72.71 65.40 70.20
PP 67.68 67.68 67.68 66.42
S1 59.12 59.12 62.90 56.61
S2 54.09 54.09 61.66
S3 40.50 45.53 60.41
S4 26.91 31.94 56.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.60 61.30 9.30 14.1% 5.41 8.2% 50% True False 256,469
10 76.24 61.30 14.94 22.7% 5.06 7.7% 31% False False 244,296
20 95.13 61.30 33.83 51.3% 5.30 8.0% 14% False False 206,370
40 110.98 61.30 49.68 75.3% 5.51 8.3% 9% False False 153,198
60 122.87 61.30 61.57 93.3% 5.23 7.9% 8% False False 118,381
80 148.60 61.30 87.30 132.4% 5.19 7.9% 5% False False 99,681
100 148.60 61.30 87.30 132.4% 4.98 7.6% 5% False False 86,726
120 148.60 61.30 87.30 132.4% 4.95 7.5% 5% False False 79,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.94
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 87.77
1.618 81.21
1.000 77.16
0.618 74.65
HIGH 70.60
0.618 68.09
0.500 67.32
0.382 66.55
LOW 64.04
0.618 59.99
1.000 57.48
1.618 53.43
2.618 46.87
4.250 36.16
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 67.32 66.11
PP 66.87 66.06
S1 66.41 66.01

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.