NYMEX Light Sweet Crude Oil Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 47.40 44.90 -2.50 -5.3% 52.50
High 48.38 46.10 -2.28 -4.7% 55.30
Low 44.18 43.75 -0.43 -1.0% 43.75
Close 44.39 45.16 0.77 1.7% 45.16
Range 4.20 2.35 -1.85 -44.0% 11.55
ATR 4.22 4.09 -0.13 -3.2% 0.00
Volume 71,154 63,046 -8,108 -11.4% 263,196
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 52.05 50.96 46.45
R3 49.70 48.61 45.81
R2 47.35 47.35 45.59
R1 46.26 46.26 45.38 46.81
PP 45.00 45.00 45.00 45.28
S1 43.91 43.91 44.94 44.46
S2 42.65 42.65 44.73
S3 40.30 41.56 44.51
S4 37.95 39.21 43.87
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 82.72 75.49 51.51
R3 71.17 63.94 48.34
R2 59.62 59.62 47.28
R1 52.39 52.39 46.22 50.23
PP 48.07 48.07 48.07 46.99
S1 40.84 40.84 44.10 38.68
S2 36.52 36.52 43.04
S3 24.97 29.29 41.98
S4 13.42 17.74 38.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.30 43.75 11.55 25.6% 4.02 8.9% 12% False True 52,639
10 55.30 43.75 11.55 25.6% 3.97 8.8% 12% False True 57,201
20 58.48 43.75 14.73 32.6% 3.93 8.7% 10% False True 42,924
40 73.54 43.75 29.79 66.0% 4.16 9.2% 5% False True 29,088
60 106.89 43.75 63.14 139.8% 4.40 9.7% 2% False True 22,238
80 121.38 43.75 77.63 171.9% 4.36 9.7% 2% False True 18,114
100 128.00 43.75 84.25 186.6% 3.99 8.8% 2% False True 14,922
120 148.35 43.75 104.60 231.6% 3.69 8.2% 1% False True 12,740
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 1.00
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 56.09
2.618 52.25
1.618 49.90
1.000 48.45
0.618 47.55
HIGH 46.10
0.618 45.20
0.500 44.93
0.382 44.65
LOW 43.75
0.618 42.30
1.000 41.40
1.618 39.95
2.618 37.60
4.250 33.76
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 45.08 47.63
PP 45.00 46.81
S1 44.93 45.98

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.