NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 88.42 88.43 0.01 0.0% 85.49
High 89.32 88.43 -0.89 -1.0% 87.00
Low 87.02 88.43 1.41 1.6% 82.46
Close 89.05 88.43 -0.62 -0.7% 85.59
Range 2.30 0.00 -2.30 -100.0% 4.54
ATR 1.62 1.55 -0.07 -4.4% 0.00
Volume 221 1,608 1,387 627.6% 2,045
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 88.43 88.43 88.43
R3 88.43 88.43 88.43
R2 88.43 88.43 88.43
R1 88.43 88.43 88.43 88.43
PP 88.43 88.43 88.43 88.43
S1 88.43 88.43 88.43 88.43
S2 88.43 88.43 88.43
S3 88.43 88.43 88.43
S4 88.43 88.43 88.43
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.64 96.65 88.09
R3 94.10 92.11 86.84
R2 89.56 89.56 86.42
R1 87.57 87.57 86.01 88.57
PP 85.02 85.02 85.02 85.51
S1 83.03 83.03 85.17 84.03
S2 80.48 80.48 84.76
S3 75.94 78.49 84.34
S4 71.40 73.95 83.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.32 83.14 6.18 7.0% 1.54 1.7% 86% False False 939
10 89.32 82.46 6.86 7.8% 1.55 1.8% 87% False False 669
20 89.32 80.25 9.07 10.3% 1.17 1.3% 90% False False 610
40 89.32 73.20 16.12 18.2% 0.66 0.7% 94% False False 557
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 88.43
2.618 88.43
1.618 88.43
1.000 88.43
0.618 88.43
HIGH 88.43
0.618 88.43
0.500 88.43
0.382 88.43
LOW 88.43
0.618 88.43
1.000 88.43
1.618 88.43
2.618 88.43
4.250 88.43
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 88.43 88.03
PP 88.43 87.62
S1 88.43 87.22

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.