NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 123.67 131.13 7.46 6.0% 125.26
High 127.99 137.90 9.91 7.7% 137.90
Low 123.39 130.44 7.05 5.7% 122.90
Close 127.99 137.56 9.57 7.5% 137.56
Range 4.60 7.46 2.86 62.2% 15.00
ATR 2.62 3.14 0.52 19.9% 0.00
Volume 1,371 1,372 1 0.1% 8,850
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 157.68 155.08 141.66
R3 150.22 147.62 139.61
R2 142.76 142.76 138.93
R1 140.16 140.16 138.24 141.46
PP 135.30 135.30 135.30 135.95
S1 132.70 132.70 136.88 134.00
S2 127.84 127.84 136.19
S3 120.38 125.24 135.51
S4 112.92 117.78 133.46
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 177.79 172.67 145.81
R3 162.79 157.67 141.69
R2 147.79 147.79 140.31
R1 142.67 142.67 138.94 145.23
PP 132.79 132.79 132.79 134.07
S1 127.67 127.67 136.19 130.23
S2 117.79 117.79 134.81
S3 102.79 112.67 133.44
S4 87.79 97.67 129.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 137.90 122.90 15.00 10.9% 3.94 2.9% 98% True False 1,770
10 137.90 122.90 15.00 10.9% 2.68 1.9% 98% True False 2,492
20 137.90 121.97 15.93 11.6% 2.50 1.8% 98% True False 2,253
40 137.90 105.06 32.84 23.9% 1.72 1.2% 99% True False 1,437
60 137.90 96.69 41.21 30.0% 1.60 1.2% 99% True False 1,148
80 137.90 91.25 46.65 33.9% 1.28 0.9% 99% True False 1,050
100 137.90 84.44 53.46 38.9% 1.06 0.8% 99% True False 957
120 137.90 84.44 53.46 38.9% 0.90 0.7% 99% True False 858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 181 trading days
Fibonacci Retracements and Extensions
4.250 169.61
2.618 157.43
1.618 149.97
1.000 145.36
0.618 142.51
HIGH 137.90
0.618 135.05
0.500 134.17
0.382 133.29
LOW 130.44
0.618 125.83
1.000 122.98
1.618 118.37
2.618 110.91
4.250 98.74
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 136.43 135.17
PP 135.30 132.79
S1 134.17 130.40

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.