NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 16-Dec-2008
Day Change Summary
Previous Current
15-Dec-2008 16-Dec-2008 Change Change % Previous Week
Open 55.34 53.28 -2.06 -3.7% 49.04
High 57.89 54.30 -3.59 -6.2% 55.95
Low 52.85 52.16 -0.69 -1.3% 49.04
Close 52.95 52.16 -0.79 -1.5% 54.32
Range 5.04 2.14 -2.90 -57.5% 6.91
ATR 3.57 3.46 -0.10 -2.9% 0.00
Volume 11,860 7,782 -4,078 -34.4% 78,607
Daily Pivots for day following 16-Dec-2008
Classic Woodie Camarilla DeMark
R4 59.29 57.87 53.34
R3 57.15 55.73 52.75
R2 55.01 55.01 52.55
R1 53.59 53.59 52.36 53.23
PP 52.87 52.87 52.87 52.70
S1 51.45 51.45 51.96 51.09
S2 50.73 50.73 51.77
S3 48.59 49.31 51.57
S4 46.45 47.17 50.98
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 73.83 70.99 58.12
R3 66.92 64.08 56.22
R2 60.01 60.01 55.59
R1 57.17 57.17 54.95 58.59
PP 53.10 53.10 53.10 53.82
S1 50.26 50.26 53.69 51.68
S2 46.19 46.19 53.05
S3 39.28 43.35 52.42
S4 32.37 36.44 50.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.89 49.10 8.79 16.9% 3.71 7.1% 35% False False 13,207
10 57.89 47.37 10.52 20.2% 3.08 5.9% 46% False False 13,332
20 59.89 47.37 12.52 24.0% 3.13 6.0% 38% False False 10,660
40 75.10 47.37 27.73 53.2% 3.25 6.2% 17% False False 8,284
60 109.58 47.37 62.21 119.3% 2.91 5.6% 8% False False 6,469
80 119.79 47.37 72.42 138.8% 2.31 4.4% 7% False False 5,300
100 126.47 47.37 79.10 151.6% 1.90 3.6% 6% False False 4,375
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 0.69
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 63.40
2.618 59.90
1.618 57.76
1.000 56.44
0.618 55.62
HIGH 54.30
0.618 53.48
0.500 53.23
0.382 52.98
LOW 52.16
0.618 50.84
1.000 50.02
1.618 48.70
2.618 46.56
4.250 43.07
Fisher Pivots for day following 16-Dec-2008
Pivot 1 day 3 day
R1 53.23 55.02
PP 52.87 54.07
S1 52.52 53.11

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.