NYMEX Light Sweet Crude Oil Future May 2009


Trading Metrics calculated at close of trading on 22-Dec-2008
Day Change Summary
Previous Current
19-Dec-2008 22-Dec-2008 Change Change % Previous Week
Open 48.68 49.59 0.91 1.9% 55.34
High 49.65 49.59 -0.06 -0.1% 57.89
Low 47.69 46.20 -1.49 -3.1% 47.69
Close 48.74 46.25 -2.49 -5.1% 48.74
Range 1.96 3.39 1.43 73.0% 10.20
ATR 3.36 3.36 0.00 0.1% 0.00
Volume 15,320 8,465 -6,855 -44.7% 65,261
Daily Pivots for day following 22-Dec-2008
Classic Woodie Camarilla DeMark
R4 57.52 55.27 48.11
R3 54.13 51.88 47.18
R2 50.74 50.74 46.87
R1 48.49 48.49 46.56 47.92
PP 47.35 47.35 47.35 47.06
S1 45.10 45.10 45.94 44.53
S2 43.96 43.96 45.63
S3 40.57 41.71 45.32
S4 37.18 38.32 44.39
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 82.04 75.59 54.35
R3 71.84 65.39 51.55
R2 61.64 61.64 50.61
R1 55.19 55.19 49.68 53.32
PP 51.44 51.44 51.44 50.50
S1 44.99 44.99 47.81 43.12
S2 41.24 41.24 46.87
S3 31.04 34.79 45.94
S4 20.84 24.59 43.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.30 46.20 8.10 17.5% 2.88 6.2% 1% False True 12,373
10 57.89 46.20 11.69 25.3% 3.32 7.2% 0% False True 13,535
20 59.89 46.20 13.69 29.6% 3.26 7.0% 0% False True 11,907
40 75.10 46.20 28.90 62.5% 3.31 7.2% 0% False True 9,296
60 102.08 46.20 55.88 120.8% 3.00 6.5% 0% False True 7,205
80 117.38 46.20 71.18 153.9% 2.47 5.3% 0% False True 5,913
100 126.47 46.20 80.27 173.6% 2.02 4.4% 0% False True 4,891
120 146.69 46.20 100.49 217.3% 1.72 3.7% 0% False True 4,171
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 0.82
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.00
2.618 58.47
1.618 55.08
1.000 52.98
0.618 51.69
HIGH 49.59
0.618 48.30
0.500 47.90
0.382 47.49
LOW 46.20
0.618 44.10
1.000 42.81
1.618 40.71
2.618 37.32
4.250 31.79
Fisher Pivots for day following 22-Dec-2008
Pivot 1 day 3 day
R1 47.90 48.90
PP 47.35 48.02
S1 46.80 47.13

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.