NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 74.41 76.75 2.34 3.1% 82.12
High 77.08 77.04 -0.04 -0.1% 86.05
Low 73.29 71.82 -1.47 -2.0% 70.86
Close 75.51 73.61 -1.90 -2.5% 73.38
Range 3.79 5.22 1.43 37.7% 15.19
ATR 4.92 4.94 0.02 0.4% 0.00
Volume 8,571 5,519 -3,052 -35.6% 51,538
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.82 86.93 76.48
R3 84.60 81.71 75.05
R2 79.38 79.38 74.57
R1 76.49 76.49 74.09 75.33
PP 74.16 74.16 74.16 73.57
S1 71.27 71.27 73.13 70.11
S2 68.94 68.94 72.65
S3 63.72 66.05 72.17
S4 58.50 60.83 70.74
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.33 113.05 81.73
R3 107.14 97.86 77.56
R2 91.95 91.95 76.16
R1 82.67 82.67 74.77 79.72
PP 76.76 76.76 76.76 75.29
S1 67.48 67.48 71.99 64.53
S2 61.57 61.57 70.60
S3 46.38 52.29 69.20
S4 31.19 37.10 65.03
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.40 70.86 9.54 13.0% 4.59 6.2% 29% False False 9,263
10 89.27 70.86 18.41 25.0% 4.57 6.2% 15% False False 9,016
20 108.15 70.86 37.29 50.7% 4.86 6.6% 7% False False 8,103
40 121.38 70.86 50.52 68.6% 4.52 6.1% 5% False False 6,631
60 128.22 70.86 57.36 77.9% 3.84 5.2% 5% False False 5,116
80 148.35 70.86 77.49 105.3% 3.38 4.6% 4% False False 4,295
100 148.35 70.86 77.49 105.3% 2.78 3.8% 4% False False 3,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.72
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 90.71
1.618 85.49
1.000 82.26
0.618 80.27
HIGH 77.04
0.618 75.05
0.500 74.43
0.382 73.81
LOW 71.82
0.618 68.59
1.000 66.60
1.618 63.37
2.618 58.15
4.250 49.64
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 74.43 74.26
PP 74.16 74.04
S1 73.88 73.83

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.