NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 49.08 48.51 -0.57 -1.2% 51.83
High 49.54 48.69 -0.85 -1.7% 57.24
Low 47.77 44.89 -2.88 -6.0% 49.87
Close 48.32 45.21 -3.11 -6.4% 55.82
Range 1.77 3.80 2.03 114.7% 7.37
ATR 4.38 4.34 -0.04 -1.0% 0.00
Volume 59,033 65,744 6,711 11.4% 245,787
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 57.66 55.24 47.30
R3 53.86 51.44 46.26
R2 50.06 50.06 45.91
R1 47.64 47.64 45.56 46.95
PP 46.26 46.26 46.26 45.92
S1 43.84 43.84 44.86 43.15
S2 42.46 42.46 44.51
S3 38.66 40.04 44.17
S4 34.86 36.24 43.12
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 76.42 73.49 59.87
R3 69.05 66.12 57.85
R2 61.68 61.68 57.17
R1 58.75 58.75 56.50 60.22
PP 54.31 54.31 54.31 55.04
S1 51.38 51.38 55.14 52.85
S2 46.94 46.94 54.47
S3 39.57 44.01 53.79
S4 32.20 36.64 51.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.24 44.89 12.35 27.3% 3.88 8.6% 3% False True 55,300
10 57.24 44.89 12.35 27.3% 4.24 9.4% 3% False True 55,338
20 67.23 44.89 22.34 49.4% 4.04 8.9% 1% False True 41,064
40 89.32 44.89 44.43 98.3% 4.56 10.1% 1% False True 29,294
60 109.44 44.89 64.55 142.8% 4.69 10.4% 0% False True 22,861
80 123.65 44.89 78.76 174.2% 4.46 9.9% 0% False True 18,163
100 138.64 44.89 93.75 207.4% 4.15 9.2% 0% False True 15,109
120 148.17 44.89 103.28 228.4% 3.74 8.3% 0% False True 12,786
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 0.70
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.84
2.618 58.64
1.618 54.84
1.000 52.49
0.618 51.04
HIGH 48.69
0.618 47.24
0.500 46.79
0.382 46.34
LOW 44.89
0.618 42.54
1.000 41.09
1.618 38.74
2.618 34.94
4.250 28.74
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 46.79 48.27
PP 46.26 47.25
S1 45.74 46.23

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.