NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 136.73 136.36 -0.37 -0.3% 141.29
High 139.00 142.69 3.69 2.7% 146.43
Low 136.00 136.15 0.15 0.1% 139.79
Close 136.72 142.33 5.61 4.1% 145.86
Range 3.00 6.54 3.54 118.0% 6.64
ATR 4.67 4.80 0.13 2.9% 0.00
Volume 154,453 118,856 -35,597 -23.0% 295,099
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 160.01 157.71 145.93
R3 153.47 151.17 144.13
R2 146.93 146.93 143.53
R1 144.63 144.63 142.93 145.78
PP 140.39 140.39 140.39 140.97
S1 138.09 138.09 141.73 139.24
S2 133.85 133.85 141.13
S3 127.31 131.55 140.53
S4 120.77 125.01 138.73
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 163.95 161.54 149.51
R3 157.31 154.90 147.69
R2 150.67 150.67 147.08
R1 148.26 148.26 146.47 149.47
PP 144.03 144.03 144.03 144.63
S1 141.62 141.62 145.25 142.83
S2 137.39 137.39 144.64
S3 130.75 134.98 144.03
S4 124.11 128.34 142.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.43 135.90 10.53 7.4% 4.84 3.4% 61% False False 99,786
10 146.43 134.23 12.20 8.6% 4.73 3.3% 66% False False 87,022
20 146.43 132.25 14.18 10.0% 4.73 3.3% 71% False False 74,796
40 146.43 120.49 25.94 18.2% 4.79 3.4% 84% False False 62,405
60 146.43 108.40 38.03 26.7% 4.19 2.9% 89% False False 46,919
80 146.43 96.72 49.71 34.9% 3.88 2.7% 92% False False 37,379
100 146.43 95.83 50.60 35.6% 3.58 2.5% 92% False False 31,196
120 146.43 85.11 61.32 43.1% 3.25 2.3% 93% False False 26,480
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 0.74
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 170.49
2.618 159.81
1.618 153.27
1.000 149.23
0.618 146.73
HIGH 142.69
0.618 140.19
0.500 139.42
0.382 138.65
LOW 136.15
0.618 132.11
1.000 129.61
1.618 125.57
2.618 119.03
4.250 108.36
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 141.36 141.39
PP 140.39 140.44
S1 139.42 139.50

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.