NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 65.60 63.97 -1.63 -2.5% 74.41
High 66.98 66.47 -0.51 -0.8% 77.08
Low 62.76 63.39 0.63 1.0% 64.26
Close 64.75 64.23 -0.52 -0.8% 65.54
Range 4.22 3.08 -1.14 -27.0% 12.82
ATR 4.91 4.78 -0.13 -2.7% 0.00
Volume 17,760 10,728 -7,032 -39.6% 53,187
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 73.94 72.16 65.92
R3 70.86 69.08 65.08
R2 67.78 67.78 64.79
R1 66.00 66.00 64.51 66.89
PP 64.70 64.70 64.70 65.14
S1 62.92 62.92 63.95 63.81
S2 61.62 61.62 63.67
S3 58.54 59.84 63.38
S4 55.46 56.76 62.54
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 107.42 99.30 72.59
R3 94.60 86.48 69.07
R2 81.78 81.78 67.89
R1 73.66 73.66 66.72 71.31
PP 68.96 68.96 68.96 67.79
S1 60.84 60.84 64.36 58.49
S2 56.14 56.14 63.19
S3 43.32 48.02 62.01
S4 30.50 35.20 58.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.23 62.76 10.47 16.3% 4.41 6.9% 14% False False 13,517
10 80.40 62.76 17.64 27.5% 4.50 7.0% 8% False False 11,390
20 102.30 62.76 39.54 61.6% 4.65 7.2% 4% False False 9,725
40 112.40 62.76 49.64 77.3% 4.55 7.1% 3% False False 7,963
60 123.30 62.76 60.54 94.3% 3.94 6.1% 2% False False 6,084
80 148.35 62.76 85.59 133.3% 3.63 5.7% 2% False False 5,075
100 148.35 62.76 85.59 133.3% 2.97 4.6% 2% False False 4,247
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.56
2.618 74.53
1.618 71.45
1.000 69.55
0.618 68.37
HIGH 66.47
0.618 65.29
0.500 64.93
0.382 64.57
LOW 63.39
0.618 61.49
1.000 60.31
1.618 58.41
2.618 55.33
4.250 50.30
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 64.93 66.70
PP 64.70 65.87
S1 64.46 65.05

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.