NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 87.49 88.72 1.23 1.4% 88.75
High 87.56 89.10 1.54 1.8% 89.24
Low 86.33 88.40 2.07 2.4% 85.75
Close 87.35 88.79 1.44 1.6% 88.79
Range 1.23 0.70 -0.53 -43.1% 3.49
ATR 1.41 1.44 0.02 1.7% 0.00
Volume 1,173 1,179 6 0.5% 6,247
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 90.86 90.53 89.18
R3 90.16 89.83 88.98
R2 89.46 89.46 88.92
R1 89.13 89.13 88.85 89.30
PP 88.76 88.76 88.76 88.85
S1 88.43 88.43 88.73 88.60
S2 88.06 88.06 88.66
S3 87.36 87.73 88.60
S4 86.66 87.03 88.41
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 98.40 97.08 90.71
R3 94.91 93.59 89.75
R2 91.42 91.42 89.43
R1 90.10 90.10 89.11 90.76
PP 87.93 87.93 87.93 88.26
S1 86.61 86.61 88.47 87.27
S2 84.44 84.44 88.15
S3 80.95 83.12 87.83
S4 77.46 79.63 86.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.24 85.75 3.49 3.9% 0.76 0.9% 87% False False 1,249
10 91.95 85.75 6.20 7.0% 0.78 0.9% 49% False False 1,418
20 91.95 81.04 10.91 12.3% 0.85 1.0% 71% False False 1,342
40 91.95 75.05 16.90 19.0% 0.58 0.7% 81% False False 1,251
60 91.95 69.18 22.77 25.6% 0.41 0.5% 86% False False 1,129
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.06
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.08
2.618 90.93
1.618 90.23
1.000 89.80
0.618 89.53
HIGH 89.10
0.618 88.83
0.500 88.75
0.382 88.67
LOW 88.40
0.618 87.97
1.000 87.70
1.618 87.27
2.618 86.57
4.250 85.43
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 88.78 88.43
PP 88.76 88.07
S1 88.75 87.72

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.