NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 12-Nov-2008
Day Change Summary
Previous Current
11-Nov-2008 12-Nov-2008 Change Change % Previous Week
Open 63.57 60.54 -3.03 -4.8% 68.42
High 63.57 61.26 -2.31 -3.6% 72.86
Low 60.10 57.40 -2.70 -4.5% 61.80
Close 61.12 57.95 -3.17 -5.2% 62.81
Range 3.47 3.86 0.39 11.2% 11.06
ATR 5.16 5.07 -0.09 -1.8% 0.00
Volume 28,380 24,571 -3,809 -13.4% 112,247
Daily Pivots for day following 12-Nov-2008
Classic Woodie Camarilla DeMark
R4 70.45 68.06 60.07
R3 66.59 64.20 59.01
R2 62.73 62.73 58.66
R1 60.34 60.34 58.30 59.61
PP 58.87 58.87 58.87 58.50
S1 56.48 56.48 57.60 55.75
S2 55.01 55.01 57.24
S3 51.15 52.62 56.89
S4 47.29 48.76 55.83
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 99.00 91.97 68.89
R3 87.94 80.91 65.85
R2 76.88 76.88 64.84
R1 69.85 69.85 63.82 67.84
PP 65.82 65.82 65.82 64.82
S1 58.79 58.79 61.80 56.78
S2 54.76 54.76 60.78
S3 43.70 47.73 59.77
S4 32.64 36.67 56.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.23 57.40 9.83 17.0% 4.17 7.2% 6% False True 24,438
10 72.86 57.40 15.46 26.7% 5.18 8.9% 4% False True 24,602
20 76.72 57.40 19.32 33.3% 4.88 8.4% 3% False True 20,529
40 109.44 57.40 52.04 89.8% 5.07 8.7% 1% False True 15,809
60 123.65 57.40 66.25 114.3% 4.68 8.1% 1% False True 12,382
80 130.15 57.40 72.75 125.5% 4.29 7.4% 1% False True 10,009
100 148.17 57.40 90.77 156.6% 3.83 6.6% 1% False True 8,328
120 148.17 57.40 90.77 156.6% 3.33 5.7% 1% False True 7,081
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.67
2.618 71.37
1.618 67.51
1.000 65.12
0.618 63.65
HIGH 61.26
0.618 59.79
0.500 59.33
0.382 58.87
LOW 57.40
0.618 55.01
1.000 53.54
1.618 51.15
2.618 47.29
4.250 41.00
Fisher Pivots for day following 12-Nov-2008
Pivot 1 day 3 day
R1 59.33 62.32
PP 58.87 60.86
S1 58.41 59.41

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.