NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 88.61 85.13 -3.48 -3.9% 91.79
High 88.71 85.13 -3.58 -4.0% 91.84
Low 86.50 81.01 -5.49 -6.3% 81.01
Close 88.71 81.06 -7.65 -8.6% 81.06
Range 2.21 4.12 1.91 86.4% 10.83
ATR 3.18 3.51 0.32 10.1% 0.00
Volume 2,674 614 -2,060 -77.0% 7,728
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.76 92.03 83.33
R3 90.64 87.91 82.19
R2 86.52 86.52 81.82
R1 83.79 83.79 81.44 83.10
PP 82.40 82.40 82.40 82.05
S1 79.67 79.67 80.68 78.98
S2 78.28 78.28 80.30
S3 74.16 75.55 79.93
S4 70.04 71.43 78.79
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117.13 109.92 87.02
R3 106.30 99.09 84.04
R2 95.47 95.47 83.05
R1 88.26 88.26 82.05 86.45
PP 84.64 84.64 84.64 83.73
S1 77.43 77.43 80.07 75.62
S2 73.81 73.81 79.07
S3 62.98 66.60 78.08
S4 52.15 55.77 75.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.84 81.01 10.83 13.4% 2.92 3.6% 0% False True 1,545
10 102.25 81.01 21.24 26.2% 1.52 1.9% 0% False True 2,069
20 110.25 81.01 29.24 36.1% 1.56 1.9% 0% False True 1,484
40 123.73 81.01 42.72 52.7% 1.05 1.3% 0% False True 983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 102.64
2.618 95.92
1.618 91.80
1.000 89.25
0.618 87.68
HIGH 85.13
0.618 83.56
0.500 83.07
0.382 82.58
LOW 81.01
0.618 78.46
1.000 76.89
1.618 74.34
2.618 70.22
4.250 63.50
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 83.07 85.32
PP 82.40 83.90
S1 81.73 82.48

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.