NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 126.63 127.65 1.02 0.8% 132.39
High 128.30 129.50 1.20 0.9% 133.39
Low 124.86 125.37 0.51 0.4% 124.86
Close 127.42 128.11 0.69 0.5% 127.42
Range 3.44 4.13 0.69 20.1% 8.53
ATR 3.74 3.76 0.03 0.8% 0.00
Volume 55,678 43,943 -11,735 -21.1% 282,327
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 140.05 138.21 130.38
R3 135.92 134.08 129.25
R2 131.79 131.79 128.87
R1 129.95 129.95 128.49 130.87
PP 127.66 127.66 127.66 128.12
S1 125.82 125.82 127.73 126.74
S2 123.53 123.53 127.35
S3 119.40 121.69 126.97
S4 115.27 117.56 125.84
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 154.15 149.31 132.11
R3 145.62 140.78 129.77
R2 137.09 137.09 128.98
R1 132.25 132.25 128.20 130.41
PP 128.56 128.56 128.56 127.63
S1 123.72 123.72 126.64 121.88
S2 120.03 120.03 125.86
S3 111.50 115.19 125.07
S4 102.97 106.66 122.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133.39 124.86 8.53 6.7% 4.85 3.8% 38% False False 50,594
10 135.79 124.86 10.93 8.5% 4.28 3.3% 30% False False 53,162
20 135.79 117.71 18.08 14.1% 3.68 2.9% 58% False False 37,142
40 135.79 105.00 30.79 24.0% 3.28 2.6% 75% False False 24,595
60 135.79 96.72 39.07 30.5% 3.23 2.5% 80% False False 19,176
80 135.79 90.17 45.62 35.6% 2.91 2.3% 83% False False 15,595
100 135.79 84.70 51.09 39.9% 2.63 2.1% 85% False False 12,864
120 135.79 84.70 51.09 39.9% 2.35 1.8% 85% False False 11,065
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 1.14
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 147.05
2.618 140.31
1.618 136.18
1.000 133.63
0.618 132.05
HIGH 129.50
0.618 127.92
0.500 127.44
0.382 126.95
LOW 125.37
0.618 122.82
1.000 121.24
1.618 118.69
2.618 114.56
4.250 107.82
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 127.89 128.86
PP 127.66 128.61
S1 127.44 128.36

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.