NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 87.90 86.27 -1.63 -1.9% 90.88
High 87.90 87.84 -0.06 -0.1% 92.25
Low 85.45 85.90 0.45 0.5% 87.95
Close 85.68 87.84 2.16 2.5% 88.53
Range 2.45 1.94 -0.51 -20.8% 4.30
ATR 2.13 2.13 0.00 0.1% 0.00
Volume 6,527 9,014 2,487 38.1% 26,519
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 93.01 92.37 88.91
R3 91.07 90.43 88.37
R2 89.13 89.13 88.20
R1 88.49 88.49 88.02 88.81
PP 87.19 87.19 87.19 87.36
S1 86.55 86.55 87.66 86.87
S2 85.25 85.25 87.48
S3 83.31 84.61 87.31
S4 81.37 82.67 86.77
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 102.48 99.80 90.90
R3 98.18 95.50 89.71
R2 93.88 93.88 89.32
R1 91.20 91.20 88.92 90.39
PP 89.58 89.58 89.58 89.17
S1 86.90 86.90 88.14 86.09
S2 85.28 85.28 87.74
S3 80.98 82.60 87.35
S4 76.68 78.30 86.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.11 85.17 4.94 5.6% 2.16 2.5% 54% False False 5,525
10 92.25 85.17 7.08 8.1% 1.78 2.0% 38% False False 5,410
20 97.22 85.17 12.05 13.7% 1.74 2.0% 22% False False 4,513
40 97.22 85.12 12.10 13.8% 2.05 2.3% 22% False False 3,553
60 97.22 84.95 12.27 14.0% 1.70 1.9% 24% False False 2,856
80 97.22 75.05 22.17 25.2% 1.36 1.6% 58% False False 2,435
100 97.22 70.29 26.93 30.7% 1.12 1.3% 65% False False 2,124
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.09
2.618 92.92
1.618 90.98
1.000 89.78
0.618 89.04
HIGH 87.84
0.618 87.10
0.500 86.87
0.382 86.64
LOW 85.90
0.618 84.70
1.000 83.96
1.618 82.76
2.618 80.82
4.250 77.66
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 87.52 87.42
PP 87.19 87.00
S1 86.87 86.59

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.