NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 29-Oct-2008
Day Change Summary
Previous Current
28-Oct-2008 29-Oct-2008 Change Change % Previous Week
Open 66.74 67.12 0.38 0.6% 75.91
High 66.81 71.81 5.00 7.5% 75.91
Low 64.55 67.12 2.57 4.0% 66.54
Close 65.22 70.12 4.90 7.5% 66.54
Range 2.26 4.69 2.43 107.5% 9.37
ATR 3.29 3.52 0.24 7.2% 0.00
Volume 3,849 4,623 774 20.1% 17,312
Daily Pivots for day following 29-Oct-2008
Classic Woodie Camarilla DeMark
R4 83.75 81.63 72.70
R3 79.06 76.94 71.41
R2 74.37 74.37 70.98
R1 72.25 72.25 70.55 73.31
PP 69.68 69.68 69.68 70.22
S1 67.56 67.56 69.69 68.62
S2 64.99 64.99 69.26
S3 60.30 62.87 68.83
S4 55.61 58.18 67.54
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 97.77 91.53 71.69
R3 88.40 82.16 69.12
R2 79.03 79.03 68.26
R1 72.79 72.79 67.40 71.23
PP 69.66 69.66 69.66 68.88
S1 63.42 63.42 65.68 61.86
S2 60.29 60.29 64.82
S3 50.92 54.05 63.96
S4 41.55 44.68 61.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.81 64.55 7.26 10.4% 2.04 2.9% 77% True False 5,071
10 77.15 64.55 12.60 18.0% 2.57 3.7% 44% False False 4,386
20 95.08 64.55 30.53 43.5% 2.56 3.6% 18% False False 3,643
40 111.02 64.55 46.47 66.3% 1.74 2.5% 12% False False 2,760
60 123.71 64.55 59.16 84.4% 1.27 1.8% 9% False False 2,201
80 146.69 64.55 82.14 117.1% 1.01 1.4% 7% False False 1,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 91.74
2.618 84.09
1.618 79.40
1.000 76.50
0.618 74.71
HIGH 71.81
0.618 70.02
0.500 69.47
0.382 68.91
LOW 67.12
0.618 64.22
1.000 62.43
1.618 59.53
2.618 54.84
4.250 47.19
Fisher Pivots for day following 29-Oct-2008
Pivot 1 day 3 day
R1 69.90 69.47
PP 69.68 68.83
S1 69.47 68.18

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.