NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 50.39 49.08 -1.31 -2.6% 51.83
High 51.64 49.54 -2.10 -4.1% 57.24
Low 48.31 47.77 -0.54 -1.1% 49.87
Close 48.43 48.32 -0.11 -0.2% 55.82
Range 3.33 1.77 -1.56 -46.8% 7.37
ATR 4.59 4.38 -0.20 -4.4% 0.00
Volume 57,111 59,033 1,922 3.4% 245,787
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 53.85 52.86 49.29
R3 52.08 51.09 48.81
R2 50.31 50.31 48.64
R1 49.32 49.32 48.48 48.93
PP 48.54 48.54 48.54 48.35
S1 47.55 47.55 48.16 47.16
S2 46.77 46.77 48.00
S3 45.00 45.78 47.83
S4 43.23 44.01 47.35
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 76.42 73.49 59.87
R3 69.05 66.12 57.85
R2 61.68 61.68 57.17
R1 58.75 58.75 56.50 60.22
PP 54.31 54.31 54.31 55.04
S1 51.38 51.38 55.14 52.85
S2 46.94 46.94 54.47
S3 39.57 44.01 53.79
S4 32.20 36.64 51.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.24 47.77 9.47 19.6% 4.07 8.4% 6% False True 52,762
10 57.24 47.77 9.47 19.6% 4.10 8.5% 6% False True 52,255
20 71.30 47.77 23.53 48.7% 4.08 8.5% 2% False True 39,018
40 89.32 47.77 41.55 86.0% 4.57 9.5% 1% False True 28,028
60 109.44 47.77 61.67 127.6% 4.67 9.7% 1% False True 21,904
80 123.65 47.77 75.88 157.0% 4.45 9.2% 1% False True 17,372
100 145.82 47.77 98.05 202.9% 4.18 8.6% 1% False True 14,465
120 148.17 47.77 100.40 207.8% 3.72 7.7% 1% False True 12,242
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 0.78
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 57.06
2.618 54.17
1.618 52.40
1.000 51.31
0.618 50.63
HIGH 49.54
0.618 48.86
0.500 48.66
0.382 48.45
LOW 47.77
0.618 46.68
1.000 46.00
1.618 44.91
2.618 43.14
4.250 40.25
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 48.66 51.77
PP 48.54 50.62
S1 48.43 49.47

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.