NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 65.00 62.65 -2.35 -3.6% 69.87
High 65.00 63.12 -1.88 -2.9% 74.05
Low 62.00 59.30 -2.70 -4.4% 63.67
Close 62.95 59.73 -3.22 -5.1% 64.69
Range 3.00 3.82 0.82 27.3% 10.38
ATR 4.50 4.45 -0.05 -1.1% 0.00
Volume 7,080 4,394 -2,686 -37.9% 43,297
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 72.18 69.77 61.83
R3 68.36 65.95 60.78
R2 64.54 64.54 60.43
R1 62.13 62.13 60.08 61.43
PP 60.72 60.72 60.72 60.36
S1 58.31 58.31 59.38 57.61
S2 56.90 56.90 59.03
S3 53.08 54.49 58.68
S4 49.26 50.67 57.63
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 98.61 92.03 70.40
R3 88.23 81.65 67.54
R2 77.85 77.85 66.59
R1 71.27 71.27 65.64 69.37
PP 67.47 67.47 67.47 66.52
S1 60.89 60.89 63.74 58.99
S2 57.09 57.09 62.79
S3 46.71 50.51 61.84
S4 36.33 40.13 58.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.86 59.30 9.56 16.0% 3.55 5.9% 4% False True 6,904
10 74.05 59.30 14.75 24.7% 4.54 7.6% 3% False True 7,900
20 77.63 59.30 18.33 30.7% 4.27 7.1% 2% False True 6,964
40 111.15 59.30 51.85 86.8% 4.11 6.9% 1% False True 5,427
60 123.58 59.30 64.28 107.6% 3.21 5.4% 1% False True 4,237
80 131.11 59.30 71.81 120.2% 2.51 4.2% 1% False True 3,470
100 146.86 59.30 87.56 146.6% 2.03 3.4% 0% False True 2,898
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 0.89
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.36
2.618 73.12
1.618 69.30
1.000 66.94
0.618 65.48
HIGH 63.12
0.618 61.66
0.500 61.21
0.382 60.76
LOW 59.30
0.618 56.94
1.000 55.48
1.618 53.12
2.618 49.30
4.250 43.07
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 61.21 64.08
PP 60.72 62.63
S1 60.22 61.18

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.