NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 17-Nov-2008
Day Change Summary
Previous Current
14-Nov-2008 17-Nov-2008 Change Change % Previous Week
Open 63.83 65.09 1.26 2.0% 71.56
High 63.83 65.09 1.26 2.0% 71.56
Low 63.83 61.52 -2.31 -3.6% 62.71
Close 63.83 61.64 -2.19 -3.4% 63.83
Range 0.00 3.57 3.57 8.85
ATR 3.26 3.28 0.02 0.7% 0.00
Volume 1,660 1,864 204 12.3% 6,298
Daily Pivots for day following 17-Nov-2008
Classic Woodie Camarilla DeMark
R4 73.46 71.12 63.60
R3 69.89 67.55 62.62
R2 66.32 66.32 62.29
R1 63.98 63.98 61.97 63.37
PP 62.75 62.75 62.75 62.44
S1 60.41 60.41 61.31 59.80
S2 59.18 59.18 60.99
S3 55.61 56.84 60.66
S4 52.04 53.27 59.68
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 92.58 87.06 68.70
R3 83.73 78.21 66.26
R2 74.88 74.88 65.45
R1 69.36 69.36 64.64 67.70
PP 66.03 66.03 66.03 65.20
S1 60.51 60.51 63.02 58.85
S2 57.18 57.18 62.21
S3 48.33 51.66 61.40
S4 39.48 42.81 58.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.38 61.52 4.86 7.9% 1.51 2.4% 2% False True 1,473
10 76.95 61.52 15.43 25.0% 2.28 3.7% 1% False True 1,442
20 76.95 61.52 15.43 25.0% 1.80 2.9% 1% False True 1,774
40 108.14 61.52 46.62 75.6% 1.32 2.1% 0% False True 1,366
60 119.89 61.52 58.37 94.7% 1.06 1.7% 0% False True 1,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.26
2.618 74.44
1.618 70.87
1.000 68.66
0.618 67.30
HIGH 65.09
0.618 63.73
0.500 63.31
0.382 62.88
LOW 61.52
0.618 59.31
1.000 57.95
1.618 55.74
2.618 52.17
4.250 46.35
Fisher Pivots for day following 17-Nov-2008
Pivot 1 day 3 day
R1 63.31 63.40
PP 62.75 62.81
S1 62.20 62.23

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.