NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 132.83 135.20 2.37 1.8% 135.38
High 137.80 138.50 0.70 0.5% 140.61
Low 132.25 134.49 2.24 1.7% 132.25
Close 135.66 137.14 1.48 1.1% 135.66
Range 5.55 4.01 -1.54 -27.7% 8.36
ATR 4.90 4.83 -0.06 -1.3% 0.00
Volume 55,640 66,955 11,315 20.3% 278,155
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 148.74 146.95 139.35
R3 144.73 142.94 138.24
R2 140.72 140.72 137.88
R1 138.93 138.93 137.51 139.83
PP 136.71 136.71 136.71 137.16
S1 134.92 134.92 136.77 135.82
S2 132.70 132.70 136.40
S3 128.69 130.91 136.04
S4 124.68 126.90 134.93
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 161.25 156.82 140.26
R3 152.89 148.46 137.96
R2 144.53 144.53 137.19
R1 140.10 140.10 136.43 142.32
PP 136.17 136.17 136.17 137.28
S1 131.74 131.74 134.89 133.96
S2 127.81 127.81 134.13
S3 119.45 123.38 133.36
S4 111.09 115.02 131.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 138.66 132.25 6.41 4.7% 4.70 3.4% 76% False False 57,588
10 140.61 131.60 9.01 6.6% 5.27 3.8% 61% False False 62,327
20 140.61 122.27 18.34 13.4% 5.31 3.9% 81% False False 57,863
40 140.61 108.40 32.21 23.5% 4.38 3.2% 89% False False 43,172
60 140.61 97.93 42.68 31.1% 3.82 2.8% 92% False False 32,177
80 140.61 96.72 43.89 32.0% 3.60 2.6% 92% False False 26,023
100 140.61 86.44 54.17 39.5% 3.22 2.3% 94% False False 21,605
120 140.61 84.70 55.91 40.8% 2.90 2.1% 94% False False 18,326
Crabel Price Patterns
NR True
NR4 True
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 1.14
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 155.54
2.618 149.00
1.618 144.99
1.000 142.51
0.618 140.98
HIGH 138.50
0.618 136.97
0.500 136.50
0.382 136.02
LOW 134.49
0.618 132.01
1.000 130.48
1.618 128.00
2.618 123.99
4.250 117.45
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 136.93 136.58
PP 136.71 136.02
S1 136.50 135.46

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.