NYMEX Light Sweet Crude Oil Future January 2009


Trading Metrics calculated at close of trading on 04-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 04-Jul-2008 Change Change % Previous Week
Open 145.82 145.50 -0.32 -0.2% 143.75
High 146.57 145.84 -0.73 -0.5% 146.57
Low 145.00 145.43 0.43 0.3% 141.55
Close 146.68 145.66 -1.02 -0.7% 145.66
Range 1.57 0.41 -1.16 -73.9% 5.02
ATR 3.15 3.01 -0.14 -4.3% 0.00
Volume 7,046 7,046 0 0.0% 23,017
Daily Pivots for day following 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 146.87 146.68 145.89
R3 146.46 146.27 145.77
R2 146.05 146.05 145.74
R1 145.86 145.86 145.70 145.96
PP 145.64 145.64 145.64 145.69
S1 145.45 145.45 145.62 145.55
S2 145.23 145.23 145.58
S3 144.82 145.04 145.55
S4 144.41 144.63 145.43
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 159.65 157.68 148.42
R3 154.63 152.66 147.04
R2 149.61 149.61 146.58
R1 147.64 147.64 146.12 148.63
PP 144.59 144.59 144.59 145.09
S1 142.62 142.62 145.20 143.61
S2 139.57 139.57 144.74
S3 134.55 137.60 144.28
S4 129.53 132.58 142.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 146.57 141.55 5.02 3.4% 2.07 1.4% 82% False False 4,603
10 146.57 133.51 13.06 9.0% 2.10 1.4% 93% False False 3,368
20 146.57 131.83 14.74 10.1% 2.52 1.7% 94% False False 3,096
40 146.57 121.97 24.60 16.9% 2.51 1.7% 96% False False 2,675
60 146.57 105.06 41.51 28.5% 1.99 1.4% 98% False False 1,990
80 146.57 96.69 49.88 34.2% 1.83 1.3% 98% False False 1,635
100 146.57 91.25 55.32 38.0% 1.53 1.0% 98% False False 1,460
120 146.57 84.44 62.13 42.7% 1.30 0.9% 99% False False 1,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 147.58
2.618 146.91
1.618 146.50
1.000 146.25
0.618 146.09
HIGH 145.84
0.618 145.68
0.500 145.64
0.382 145.59
LOW 145.43
0.618 145.18
1.000 145.02
1.618 144.77
2.618 144.36
4.250 143.69
Fisher Pivots for day following 04-Jul-2008
Pivot 1 day 3 day
R1 145.65 145.18
PP 145.64 144.69
S1 145.64 144.21

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.