NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 136.50 131.83 -4.67 -3.4% 125.26
High 137.03 138.52 1.49 1.1% 137.90
Low 135.56 131.83 -3.73 -2.8% 122.90
Close 131.91 137.28 5.37 4.1% 137.56
Range 1.47 6.69 5.22 355.1% 15.00
ATR 3.18 3.43 0.25 7.9% 0.00
Volume 2,674 3,323 649 24.3% 8,850
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 155.95 153.30 140.96
R3 149.26 146.61 139.12
R2 142.57 142.57 138.51
R1 139.92 139.92 137.89 141.25
PP 135.88 135.88 135.88 136.54
S1 133.23 133.23 136.67 134.56
S2 129.19 129.19 136.05
S3 122.50 126.54 135.44
S4 115.81 119.85 133.60
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
5 138.52 123.39 15.13 11.0% 4.35 3.2% 92% True False 2,652
10 138.52 122.90 15.62 11.4% 3.23 2.4% 92% True False 2,501
20 138.52 121.97 16.55 12.1% 2.81 2.0% 93% True False 2,555
40 138.52 108.57 29.95 21.8% 1.88 1.4% 96% True False 1,657
60 138.52 96.69 41.83 30.5% 1.74 1.3% 97% True False 1,287
80 138.52 95.30 43.22 31.5% 1.38 1.0% 97% True False 1,126
100 138.52 84.44 54.08 39.4% 1.15 0.8% 98% True False 1,056
120 138.52 84.44 54.08 39.4% 0.98 0.7% 98% True False 937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 166.95
2.618 156.03
1.618 149.34
1.000 145.21
0.618 142.65
HIGH 138.52
0.618 135.96
0.500 135.18
0.382 134.39
LOW 131.83
0.618 127.70
1.000 125.14
1.618 121.01
2.618 114.32
4.250 103.40
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 136.58 136.58
PP 135.88 135.88
S1 135.18 135.18

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.