NYMEX Light Sweet Crude Oil Future September 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 124.46 125.60 1.14 0.9% 129.50
High 126.44 126.51 0.07 0.1% 132.90
Low 123.50 122.50 -1.00 -0.8% 122.50
Close 125.49 123.26 -2.23 -1.8% 123.26
Range 2.94 4.01 1.07 36.4% 10.40
ATR 5.14 5.06 -0.08 -1.6% 0.00
Volume 293,200 267,709 -25,491 -8.7% 1,281,779
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 136.12 133.70 125.47
R3 132.11 129.69 124.36
R2 128.10 128.10 124.00
R1 125.68 125.68 123.63 124.89
PP 124.09 124.09 124.09 123.69
S1 121.67 121.67 122.89 120.88
S2 120.08 120.08 122.52
S3 116.07 117.66 122.16
S4 112.06 113.65 121.05
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 157.42 150.74 128.98
R3 147.02 140.34 126.12
R2 136.62 136.62 125.17
R1 129.94 129.94 124.21 128.08
PP 126.22 126.22 126.22 125.29
S1 119.54 119.54 122.31 117.68
S2 115.82 115.82 121.35
S3 105.42 109.14 120.40
S4 95.02 98.74 117.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132.90 122.50 10.40 8.4% 4.34 3.5% 7% False True 256,355
10 147.40 122.50 24.90 20.2% 5.49 4.5% 3% False True 202,168
20 147.90 122.50 25.40 20.6% 5.07 4.1% 3% False True 145,744
40 147.90 122.27 25.63 20.8% 5.14 4.2% 4% False False 103,084
60 147.90 109.84 38.06 30.9% 4.68 3.8% 35% False False 80,058
80 147.90 101.77 46.13 37.4% 4.18 3.4% 47% False False 62,779
100 147.90 96.72 51.18 41.5% 3.96 3.2% 52% False False 51,869
120 147.90 86.68 61.22 49.7% 3.62 2.9% 60% False False 43,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 143.55
2.618 137.01
1.618 133.00
1.000 130.52
0.618 128.99
HIGH 126.51
0.618 124.98
0.500 124.51
0.382 124.03
LOW 122.50
0.618 120.02
1.000 118.49
1.618 116.01
2.618 112.00
4.250 105.46
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 124.51 125.60
PP 124.09 124.82
S1 123.68 124.04

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.