NYMEX Light Sweet Crude Oil Future July 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 136.09 132.06 -4.03 -3.0% 134.41
High 137.82 136.80 -1.02 -0.7% 139.89
Low 131.48 131.19 -0.29 -0.2% 131.19
Close 131.93 134.62 2.69 2.0% 134.62
Range 6.34 5.61 -0.73 -11.5% 8.70
ATR 5.11 5.14 0.04 0.7% 0.00
Volume 225,863 194,147 -31,716 -14.0% 1,281,395
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 151.03 148.44 137.71
R3 145.42 142.83 136.16
R2 139.81 139.81 135.65
R1 137.22 137.22 135.13 138.52
PP 134.20 134.20 134.20 134.85
S1 131.61 131.61 134.11 132.91
S2 128.59 128.59 133.59
S3 122.98 126.00 133.08
S4 117.37 120.39 131.53
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.33 156.68 139.41
R3 152.63 147.98 137.01
R2 143.93 143.93 136.22
R1 139.28 139.28 135.42 141.61
PP 135.23 135.23 135.23 136.40
S1 130.58 130.58 133.82 132.91
S2 126.53 126.53 133.03
S3 117.83 121.88 132.23
S4 109.13 113.18 129.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 139.89 131.19 8.70 6.5% 5.46 4.1% 39% False True 256,279
10 139.89 130.80 9.09 6.8% 5.62 4.2% 42% False False 332,558
20 139.89 121.61 18.28 13.6% 5.47 4.1% 71% False False 338,847
40 139.89 109.59 30.30 22.5% 4.56 3.4% 83% False False 257,244
60 139.89 98.63 41.26 30.6% 4.06 3.0% 87% False False 186,649
80 139.89 97.51 42.38 31.5% 3.93 2.9% 88% False False 146,204
100 139.89 86.28 53.61 39.8% 3.60 2.7% 90% False False 118,426
120 139.89 85.17 54.72 40.6% 3.29 2.4% 90% False False 99,671
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 1.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 160.64
2.618 151.49
1.618 145.88
1.000 142.41
0.618 140.27
HIGH 136.80
0.618 134.66
0.500 134.00
0.382 133.33
LOW 131.19
0.618 127.72
1.000 125.58
1.618 122.11
2.618 116.50
4.250 107.35
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 134.41 134.58
PP 134.20 134.54
S1 134.00 134.51

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.