NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 67.37 63.80 -3.57 -5.3% 64.78
High 69.19 71.77 2.58 3.7% 70.60
Low 63.63 62.25 -1.38 -2.2% 61.30
Close 63.91 70.53 6.62 10.4% 67.81
Range 5.56 9.52 3.96 71.2% 9.30
ATR 5.59 5.88 0.28 5.0% 0.00
Volume 256,881 236,426 -20,455 -8.0% 1,304,656
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 96.74 93.16 75.77
R3 87.22 83.64 73.15
R2 77.70 77.70 72.28
R1 74.12 74.12 71.40 75.91
PP 68.18 68.18 68.18 69.08
S1 64.60 64.60 69.66 66.39
S2 58.66 58.66 68.78
S3 49.14 55.08 67.91
S4 39.62 45.56 65.29
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.47 90.44 72.93
R3 85.17 81.14 70.37
R2 75.87 75.87 69.52
R1 71.84 71.84 68.66 73.86
PP 66.57 66.57 66.57 67.58
S1 62.54 62.54 66.96 64.56
S2 57.27 57.27 66.11
S3 47.97 53.24 65.25
S4 38.67 43.94 62.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.77 62.25 9.52 13.5% 6.54 9.3% 87% True True 262,000
10 71.80 61.30 10.50 14.9% 5.67 8.0% 88% False False 256,016
20 89.57 61.30 28.27 40.1% 5.59 7.9% 33% False False 226,571
40 109.74 61.30 48.44 68.7% 5.69 8.1% 19% False False 168,485
60 122.87 61.30 61.57 87.3% 5.38 7.6% 15% False False 128,280
80 148.03 61.30 86.73 123.0% 5.26 7.5% 11% False False 107,931
100 148.60 61.30 87.30 123.8% 5.05 7.2% 11% False False 93,267
120 148.60 61.30 87.30 123.8% 5.03 7.1% 11% False False 85,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.25
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 112.23
2.618 96.69
1.618 87.17
1.000 81.29
0.618 77.65
HIGH 71.77
0.618 68.13
0.500 67.01
0.382 65.89
LOW 62.25
0.618 56.37
1.000 52.73
1.618 46.85
2.618 37.33
4.250 21.79
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 69.36 69.36
PP 68.18 68.18
S1 67.01 67.01

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.