NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 97.52 103.19 5.67 5.8% 98.50
High 97.80 103.19 5.39 5.5% 103.19
Low 97.52 103.19 5.67 5.8% 92.43
Close 98.57 103.19 4.62 4.7% 103.19
Range 0.28 0.00 -0.28 -100.0% 10.76
ATR 2.38 2.54 0.16 6.7% 0.00
Volume 3,307 2,120 -1,187 -35.9% 11,039
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 103.19 103.19 103.19
R3 103.19 103.19 103.19
R2 103.19 103.19 103.19
R1 103.19 103.19 103.19 103.19
PP 103.19 103.19 103.19 103.19
S1 103.19 103.19 103.19 103.19
S2 103.19 103.19 103.19
S3 103.19 103.19 103.19
S4 103.19 103.19 103.19
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 131.88 128.30 109.11
R3 121.12 117.54 106.15
R2 110.36 110.36 105.16
R1 106.78 106.78 104.18 108.57
PP 99.60 99.60 99.60 100.50
S1 96.02 96.02 102.20 97.81
S2 88.84 88.84 101.22
S3 78.08 85.26 100.23
S4 67.32 74.50 97.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.19 92.43 10.76 10.4% 1.44 1.4% 100% True False 2,207
10 110.69 92.43 18.26 17.7% 0.81 0.8% 59% False False 1,733
20 119.79 92.43 27.36 26.5% 0.53 0.5% 39% False False 1,718
40 126.47 92.43 34.04 33.0% 0.38 0.4% 32% False False 1,191
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 0.28
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.19
2.618 103.19
1.618 103.19
1.000 103.19
0.618 103.19
HIGH 103.19
0.618 103.19
0.500 103.19
0.382 103.19
LOW 103.19
0.618 103.19
1.000 103.19
1.618 103.19
2.618 103.19
4.250 103.19
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 103.19 101.40
PP 103.19 99.60
S1 103.19 97.81

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.