NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 87.45 87.97 0.52 0.6% 87.81
High 87.82 88.60 0.78 0.9% 89.40
Low 87.35 87.50 0.15 0.2% 85.24
Close 87.62 88.51 0.89 1.0% 87.62
Range 0.47 1.10 0.63 134.0% 4.16
ATR 1.18 1.17 -0.01 -0.5% 0.00
Volume 756 1,283 527 69.7% 2,558
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 91.50 91.11 89.12
R3 90.40 90.01 88.81
R2 89.30 89.30 88.71
R1 88.91 88.91 88.61 89.11
PP 88.20 88.20 88.20 88.30
S1 87.81 87.81 88.41 88.01
S2 87.10 87.10 88.31
S3 86.00 86.71 88.21
S4 84.90 85.61 87.91
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 99.90 97.92 89.91
R3 95.74 93.76 88.76
R2 91.58 91.58 88.38
R1 89.60 89.60 88.00 88.51
PP 87.42 87.42 87.42 86.88
S1 85.44 85.44 87.24 84.35
S2 83.26 83.26 86.86
S3 79.10 81.28 86.48
S4 74.94 77.12 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.60 85.24 3.36 3.8% 0.64 0.7% 97% True False 653
10 90.12 85.24 4.88 5.5% 0.72 0.8% 67% False False 1,118
20 90.12 79.86 10.26 11.6% 0.52 0.6% 84% False False 1,700
40 90.12 74.47 15.65 17.7% 0.36 0.4% 90% False False 1,289
60 90.12 69.08 21.04 23.8% 0.27 0.3% 92% False False 1,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.28
2.618 91.48
1.618 90.38
1.000 89.70
0.618 89.28
HIGH 88.60
0.618 88.18
0.500 88.05
0.382 87.92
LOW 87.50
0.618 86.82
1.000 86.40
1.618 85.72
2.618 84.62
4.250 82.83
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 88.36 88.16
PP 88.20 87.80
S1 88.05 87.45

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.