NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 24-Oct-2008
Day Change Summary
Previous Current
23-Oct-2008 24-Oct-2008 Change Change % Previous Week
Open 67.69 69.63 1.94 2.9% 72.71
High 69.82 69.86 0.04 0.1% 76.45
Low 66.26 63.12 -3.14 -4.7% 63.12
Close 68.24 64.58 -3.66 -5.4% 64.58
Range 3.56 6.74 3.18 89.3% 13.33
ATR 5.38 5.48 0.10 1.8% 0.00
Volume 73,374 65,345 -8,029 -10.9% 246,111
Daily Pivots for day following 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 86.07 82.07 68.29
R3 79.33 75.33 66.43
R2 72.59 72.59 65.82
R1 68.59 68.59 65.20 67.22
PP 65.85 65.85 65.85 65.17
S1 61.85 61.85 63.96 60.48
S2 59.11 59.11 63.34
S3 52.37 55.11 62.73
S4 45.63 48.37 60.87
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 108.04 99.64 71.91
R3 94.71 86.31 68.25
R2 81.38 81.38 67.02
R1 72.98 72.98 65.80 70.52
PP 68.05 68.05 68.05 66.82
S1 59.65 59.65 63.36 57.19
S2 54.72 54.72 62.14
S3 41.39 46.32 60.91
S4 28.06 32.99 57.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.45 63.12 13.33 20.6% 5.09 7.9% 11% False True 49,222
10 85.58 63.12 22.46 34.8% 5.09 7.9% 7% False True 46,008
20 105.82 63.12 42.70 66.1% 5.72 8.9% 3% False True 41,232
40 120.82 63.12 57.70 89.3% 5.18 8.0% 3% False True 32,258
60 129.52 63.12 66.40 102.8% 4.80 7.4% 2% False True 24,268
80 148.35 63.12 85.23 132.0% 4.61 7.1% 2% False True 19,499
100 148.35 63.12 85.23 132.0% 4.26 6.6% 2% False True 16,162
120 148.35 63.12 85.23 132.0% 3.92 6.1% 2% False True 13,849
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 98.51
2.618 87.51
1.618 80.77
1.000 76.60
0.618 74.03
HIGH 69.86
0.618 67.29
0.500 66.49
0.382 65.69
LOW 63.12
0.618 58.95
1.000 56.38
1.618 52.21
2.618 45.47
4.250 34.48
Fisher Pivots for day following 24-Oct-2008
Pivot 1 day 3 day
R1 66.49 67.64
PP 65.85 66.62
S1 65.22 65.60

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.