NYMEX Light Sweet Crude Oil Future November 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 141.43 143.03 1.60 1.1% 135.86
High 144.45 145.37 0.92 0.6% 143.88
Low 141.33 141.68 0.35 0.2% 133.09
Close 142.28 144.77 2.49 1.8% 141.24
Range 3.12 3.69 0.57 18.3% 10.79
ATR 4.05 4.03 -0.03 -0.6% 0.00
Volume 9,747 15,832 6,085 62.4% 61,480
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 155.01 153.58 146.80
R3 151.32 149.89 145.78
R2 147.63 147.63 145.45
R1 146.20 146.20 145.11 146.92
PP 143.94 143.94 143.94 144.30
S1 142.51 142.51 144.43 143.23
S2 140.25 140.25 144.09
S3 136.56 138.82 143.76
S4 132.87 135.13 142.74
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 171.77 167.30 147.17
R3 160.98 156.51 144.21
R2 150.19 150.19 143.22
R1 145.72 145.72 142.23 147.96
PP 139.40 139.40 139.40 140.52
S1 134.93 134.93 140.25 137.17
S2 128.61 128.61 139.26
S3 117.82 124.14 138.27
S4 107.03 113.35 135.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 145.37 134.80 10.57 7.3% 3.98 2.7% 94% True False 14,325
10 145.37 132.87 12.50 8.6% 3.99 2.8% 95% True False 13,592
20 145.37 122.40 22.97 15.9% 4.57 3.2% 97% True False 14,964
40 145.37 118.10 27.27 18.8% 3.89 2.7% 98% True False 12,177
60 145.37 104.74 40.63 28.1% 3.16 2.2% 99% True False 9,047
80 145.37 96.27 49.10 33.9% 2.72 1.9% 99% True False 7,370
100 145.37 90.98 54.39 37.6% 2.41 1.7% 99% True False 6,139
120 145.37 85.48 59.89 41.4% 2.15 1.5% 99% True False 5,200
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 161.05
2.618 155.03
1.618 151.34
1.000 149.06
0.618 147.65
HIGH 145.37
0.618 143.96
0.500 143.53
0.382 143.09
LOW 141.68
0.618 139.40
1.000 137.99
1.618 135.71
2.618 132.02
4.250 126.00
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 144.36 144.24
PP 143.94 143.71
S1 143.53 143.19

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.