NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 24-Mar-2008
Day Change Summary
Previous Current
20-Mar-2008 24-Mar-2008 Change Change % Previous Week
Open 97.80 97.70 -0.10 -0.1% 99.08
High 97.80 97.70 -0.10 -0.1% 102.68
Low 97.80 97.45 -0.35 -0.4% 97.80
Close 97.80 97.40 -0.40 -0.4% 97.80
Range 0.00 0.25 0.25 4.88
ATR 1.32 1.25 -0.07 -5.3% 0.00
Volume 268 574 306 114.2% 2,902
Daily Pivots for day following 24-Mar-2008
Classic Woodie Camarilla DeMark
R4 98.27 98.08 97.54
R3 98.02 97.83 97.47
R2 97.77 97.77 97.45
R1 97.58 97.58 97.42 97.55
PP 97.52 97.52 97.52 97.50
S1 97.33 97.33 97.38 97.30
S2 97.27 97.27 97.35
S3 97.02 97.08 97.33
S4 96.77 96.83 97.26
Weekly Pivots for week ending 21-Mar-2008
Classic Woodie Camarilla DeMark
R4 114.07 110.81 100.48
R3 109.19 105.93 99.14
R2 104.31 104.31 98.69
R1 101.05 101.05 98.25 100.24
PP 99.43 99.43 99.43 99.02
S1 96.17 96.17 97.35 95.36
S2 94.55 94.55 96.91
S3 89.67 91.29 96.46
S4 84.79 86.41 95.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.68 97.45 5.23 5.4% 0.50 0.5% -1% False True 695
10 104.10 97.45 6.65 6.8% 0.44 0.4% -1% False True 877
20 104.10 96.36 7.74 7.9% 0.33 0.3% 13% False False 687
40 104.10 86.00 18.10 18.6% 0.32 0.3% 63% False False 713
60 104.10 84.44 19.66 20.2% 0.25 0.3% 66% False False 610
80 104.10 83.94 20.16 20.7% 0.43 0.4% 67% False False 646
100 104.10 82.46 21.64 22.2% 0.59 0.6% 69% False False 634
120 104.10 73.20 30.90 31.7% 0.52 0.5% 78% False False 628
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.76
2.618 98.35
1.618 98.10
1.000 97.95
0.618 97.85
HIGH 97.70
0.618 97.60
0.500 97.58
0.382 97.55
LOW 97.45
0.618 97.30
1.000 97.20
1.618 97.05
2.618 96.80
4.250 96.39
Fisher Pivots for day following 24-Mar-2008
Pivot 1 day 3 day
R1 97.58 100.07
PP 97.52 99.18
S1 97.46 98.29

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.