NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 22-Oct-2008
Day Change Summary
Previous Current
21-Oct-2008 22-Oct-2008 Change Change % Previous Week
Open 77.13 73.32 -3.81 -4.9% 82.50
High 77.63 73.32 -4.31 -5.6% 86.45
Low 72.66 68.50 -4.16 -5.7% 71.33
Close 74.13 68.60 -5.53 -7.5% 73.86
Range 4.97 4.82 -0.15 -3.0% 15.12
ATR 4.40 4.49 0.09 2.0% 0.00
Volume 3,079 4,106 1,027 33.4% 26,520
Daily Pivots for day following 22-Oct-2008
Classic Woodie Camarilla DeMark
R4 84.60 81.42 71.25
R3 79.78 76.60 69.93
R2 74.96 74.96 69.48
R1 71.78 71.78 69.04 70.96
PP 70.14 70.14 70.14 69.73
S1 66.96 66.96 68.16 66.14
S2 65.32 65.32 67.72
S3 60.50 62.14 67.27
S4 55.68 57.32 65.95
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.57 113.34 82.18
R3 107.45 98.22 78.02
R2 92.33 92.33 76.63
R1 83.10 83.10 75.25 80.16
PP 77.21 77.21 77.21 75.74
S1 67.98 67.98 72.47 65.04
S2 62.09 62.09 71.09
S3 46.97 52.86 69.70
S4 31.85 37.74 65.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.63 68.50 9.13 13.3% 4.41 6.4% 1% False True 5,116
10 89.50 68.50 21.00 30.6% 4.48 6.5% 0% False True 4,914
20 105.85 68.50 37.35 54.4% 4.25 6.2% 0% False True 4,206
40 120.30 68.50 51.80 75.5% 3.17 4.6% 0% False True 3,377
60 126.60 68.50 58.10 84.7% 2.26 3.3% 0% False True 2,576
80 146.86 68.50 78.36 114.2% 1.74 2.5% 0% False True 2,184
100 146.86 68.50 78.36 114.2% 1.44 2.1% 0% False True 1,818
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.81
2.618 85.94
1.618 81.12
1.000 78.14
0.618 76.30
HIGH 73.32
0.618 71.48
0.500 70.91
0.382 70.34
LOW 68.50
0.618 65.52
1.000 63.68
1.618 60.70
2.618 55.88
4.250 48.02
Fisher Pivots for day following 22-Oct-2008
Pivot 1 day 3 day
R1 70.91 73.07
PP 70.14 71.58
S1 69.37 70.09

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.