NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 53.32 50.88 -2.44 -4.6% 49.04
High 53.93 51.60 -2.33 -4.3% 55.95
Low 50.66 47.97 -2.69 -5.3% 49.04
Close 50.64 48.13 -2.51 -5.0% 54.32
Range 3.27 3.63 0.36 11.0% 6.91
ATR 3.45 3.46 0.01 0.4% 0.00
Volume 15,164 15,135 -29 -0.2% 78,607
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 60.12 57.76 50.13
R3 56.49 54.13 49.13
R2 52.86 52.86 48.80
R1 50.50 50.50 48.46 49.87
PP 49.23 49.23 49.23 48.92
S1 46.87 46.87 47.80 46.24
S2 45.60 45.60 47.46
S3 41.97 43.24 47.13
S4 38.34 39.61 46.13
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 47.97 9.92 20.6% 3.47 7.2% 2% False True 13,619
10 57.89 47.37 10.52 21.9% 3.34 6.9% 7% False False 14,496
20 59.89 47.37 12.52 26.0% 3.34 6.9% 6% False False 11,702
40 75.10 47.37 27.73 57.6% 3.26 6.8% 3% False False 8,918
60 107.65 47.37 60.28 125.2% 2.91 6.0% 1% False False 6,878
80 119.79 47.37 72.42 150.5% 2.40 5.0% 1% False False 5,633
100 126.47 47.37 79.10 164.3% 1.96 4.1% 1% False False 4,668
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 0.73
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 67.03
2.618 61.10
1.618 57.47
1.000 55.23
0.618 53.84
HIGH 51.60
0.618 50.21
0.500 49.79
0.382 49.36
LOW 47.97
0.618 45.73
1.000 44.34
1.618 42.10
2.618 38.47
4.250 32.54
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 49.79 51.14
PP 49.23 50.13
S1 48.68 49.13

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.