NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 23-Oct-2008
Day Change Summary
Previous Current
22-Oct-2008 23-Oct-2008 Change Change % Previous Week
Open 71.86 68.30 -3.56 -5.0% 81.73
High 72.05 70.22 -1.83 -2.5% 85.78
Low 67.28 66.77 -0.51 -0.8% 70.29
Close 67.64 68.71 1.07 1.6% 72.92
Range 4.77 3.45 -1.32 -27.7% 15.49
ATR 5.14 5.02 -0.12 -2.3% 0.00
Volume 13,962 24,955 10,993 78.7% 65,205
Daily Pivots for day following 23-Oct-2008
Classic Woodie Camarilla DeMark
R4 78.92 77.26 70.61
R3 75.47 73.81 69.66
R2 72.02 72.02 69.34
R1 70.36 70.36 69.03 71.19
PP 68.57 68.57 68.57 68.98
S1 66.91 66.91 68.39 67.74
S2 65.12 65.12 68.08
S3 61.67 63.46 67.76
S4 58.22 60.01 66.81
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.80 113.35 81.44
R3 107.31 97.86 77.18
R2 91.82 91.82 75.76
R1 82.37 82.37 74.34 79.35
PP 76.33 76.33 76.33 74.82
S1 66.88 66.88 71.50 63.86
S2 60.84 60.84 70.08
S3 45.35 51.39 68.66
S4 29.86 35.90 64.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.72 66.77 9.95 14.5% 4.34 6.3% 19% False True 15,699
10 85.78 66.77 19.01 27.7% 4.75 6.9% 10% False True 13,450
20 106.59 66.77 39.82 58.0% 5.06 7.4% 5% False True 12,320
40 121.18 66.77 54.41 79.2% 4.64 6.8% 4% False True 10,115
60 129.51 66.77 62.74 91.3% 4.28 6.2% 3% False True 7,749
80 148.17 66.77 81.40 118.5% 3.78 5.5% 2% False True 6,316
100 148.17 66.77 81.40 118.5% 3.24 4.7% 2% False True 5,225
120 148.17 66.77 81.40 118.5% 2.92 4.2% 2% False True 4,496
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.69
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.88
2.618 79.25
1.618 75.80
1.000 73.67
0.618 72.35
HIGH 70.22
0.618 68.90
0.500 68.50
0.382 68.09
LOW 66.77
0.618 64.64
1.000 63.32
1.618 61.19
2.618 57.74
4.250 52.11
Fisher Pivots for day following 23-Oct-2008
Pivot 1 day 3 day
R1 68.64 71.63
PP 68.57 70.66
S1 68.50 69.68

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.