NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 142.42 145.35 2.93 2.1% 144.81
High 147.90 146.93 -0.97 -0.7% 147.90
Low 142.06 143.12 1.06 0.7% 135.90
Close 145.66 145.78 0.12 0.1% 145.66
Range 5.84 3.81 -2.03 -34.8% 12.00
ATR 4.88 4.80 -0.08 -1.6% 0.00
Volume 101,217 130,861 29,644 29.3% 522,172
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 156.71 155.05 147.88
R3 152.90 151.24 146.83
R2 149.09 149.09 146.48
R1 147.43 147.43 146.13 148.26
PP 145.28 145.28 145.28 145.69
S1 143.62 143.62 145.43 144.45
S2 141.47 141.47 145.08
S3 137.66 139.81 144.73
S4 133.85 136.00 143.68
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 179.15 174.41 152.26
R3 167.15 162.41 148.96
R2 155.15 155.15 147.86
R1 150.41 150.41 146.76 152.78
PP 143.15 143.15 143.15 144.34
S1 138.41 138.41 144.56 140.78
S2 131.15 131.15 143.46
S3 119.15 126.41 142.36
S4 107.15 114.41 139.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 147.90 135.90 12.00 8.2% 5.28 3.6% 82% False False 118,146
10 147.90 135.90 12.00 8.2% 4.59 3.1% 82% False False 94,813
20 147.90 132.25 15.65 10.7% 4.76 3.3% 86% False False 78,687
40 147.90 122.27 25.63 17.6% 4.80 3.3% 92% False False 67,136
60 147.90 108.40 39.50 27.1% 4.28 2.9% 95% False False 50,529
80 147.90 97.44 50.46 34.6% 3.91 2.7% 96% False False 40,073
100 147.90 95.83 52.07 35.7% 3.64 2.5% 96% False False 33,448
120 147.90 86.44 61.46 42.2% 3.31 2.3% 97% False False 28,367
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.78
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 163.12
2.618 156.90
1.618 153.09
1.000 150.74
0.618 149.28
HIGH 146.93
0.618 145.47
0.500 145.03
0.382 144.58
LOW 143.12
0.618 140.77
1.000 139.31
1.618 136.96
2.618 133.15
4.250 126.93
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 145.53 144.53
PP 145.28 143.28
S1 145.03 142.03

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.