NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 11-Nov-2008
Day Change Summary
Previous Current
10-Nov-2008 11-Nov-2008 Change Change % Previous Week
Open 61.80 62.14 0.34 0.6% 67.37
High 65.56 62.28 -3.28 -5.0% 71.77
Low 59.10 58.32 -0.78 -1.3% 59.97
Close 62.41 59.33 -3.08 -4.9% 61.04
Range 6.46 3.96 -2.50 -38.7% 11.80
ATR 5.66 5.55 -0.11 -2.0% 0.00
Volume 236,045 286,648 50,603 21.4% 1,386,982
Daily Pivots for day following 11-Nov-2008
Classic Woodie Camarilla DeMark
R4 71.86 69.55 61.51
R3 67.90 65.59 60.42
R2 63.94 63.94 60.06
R1 61.63 61.63 59.69 60.81
PP 59.98 59.98 59.98 59.56
S1 57.67 57.67 58.97 56.85
S2 56.02 56.02 58.60
S3 52.06 53.71 58.24
S4 48.10 49.75 57.15
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.66 92.15 67.53
R3 87.86 80.35 64.29
R2 76.06 76.06 63.20
R1 68.55 68.55 62.12 66.41
PP 64.26 64.26 64.26 63.19
S1 56.75 56.75 59.96 54.61
S2 52.46 52.46 58.88
S3 40.66 44.95 57.80
S4 28.86 33.15 54.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.46 58.32 12.14 20.5% 4.81 8.1% 8% False True 283,273
10 71.77 58.32 13.45 22.7% 5.68 9.6% 8% False True 272,636
20 79.54 58.32 21.22 35.8% 5.34 9.0% 5% False True 247,804
40 109.74 58.32 51.42 86.7% 5.78 9.7% 2% False True 194,082
60 122.87 58.32 64.55 108.8% 5.47 9.2% 2% False True 148,438
80 134.15 58.32 75.83 127.8% 5.16 8.7% 1% False True 123,015
100 148.60 58.32 90.28 152.2% 5.07 8.5% 1% False True 105,744
120 148.60 58.32 90.28 152.2% 5.05 8.5% 1% False True 94,932
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.11
2.618 72.65
1.618 68.69
1.000 66.24
0.618 64.73
HIGH 62.28
0.618 60.77
0.500 60.30
0.382 59.83
LOW 58.32
0.618 55.87
1.000 54.36
1.618 51.91
2.618 47.95
4.250 41.49
Fisher Pivots for day following 11-Nov-2008
Pivot 1 day 3 day
R1 60.30 61.94
PP 59.98 61.07
S1 59.65 60.20

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.