NYMEX Light Sweet Crude Oil Future July 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
26-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 59.25 60.46 1.21 2.0% 57.52
High 61.00 61.20 0.20 0.3% 61.20
Low 58.11 59.77 1.66 2.9% 56.38
Close 61.06 61.20 0.14 0.2% 61.20
Range 2.89 1.43 -1.46 -50.5% 4.82
ATR 3.40 3.26 -0.14 -4.1% 0.00
Volume 4,471 4,585 114 2.5% 17,576
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 65.01 64.54 61.99
R3 63.58 63.11 61.59
R2 62.15 62.15 61.46
R1 61.68 61.68 61.33 61.92
PP 60.72 60.72 60.72 60.84
S1 60.25 60.25 61.07 60.49
S2 59.29 59.29 60.94
S3 57.86 58.82 60.81
S4 56.43 57.39 60.41
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 74.05 72.45 63.85
R3 69.23 67.63 62.53
R2 64.41 64.41 62.08
R1 62.81 62.81 61.64 63.61
PP 59.59 59.59 59.59 60.00
S1 57.99 57.99 60.76 58.79
S2 54.77 54.77 60.32
S3 49.95 53.17 59.87
S4 45.13 48.35 58.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.20 54.63 6.57 10.7% 2.47 4.0% 100% True False 4,355
10 64.57 54.63 9.94 16.2% 2.37 3.9% 66% False False 3,888
20 76.25 54.63 21.62 35.3% 2.44 4.0% 30% False False 3,342
40 94.07 54.63 39.44 64.4% 2.12 3.5% 17% False False 3,026
60 110.25 54.63 55.62 90.9% 1.74 2.8% 12% False False 2,328
80 123.73 54.63 69.10 112.9% 1.40 2.3% 10% False False 1,859
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 True
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 67.28
2.618 64.94
1.618 63.51
1.000 62.63
0.618 62.08
HIGH 61.20
0.618 60.65
0.500 60.49
0.382 60.32
LOW 59.77
0.618 58.89
1.000 58.34
1.618 57.46
2.618 56.03
4.250 53.69
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 60.96 60.54
PP 60.72 59.88
S1 60.49 59.22

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.