NYMEX Light Sweet Crude Oil Future February 2009


Trading Metrics calculated at close of trading on 10-Dec-2008
Day Change Summary
Previous Current
09-Dec-2008 10-Dec-2008 Change Change % Previous Week
Open 46.58 44.85 -1.73 -3.7% 55.67
High 47.05 48.40 1.35 2.9% 55.77
Low 44.43 44.28 -0.15 -0.3% 42.51
Close 44.66 46.02 1.36 3.0% 42.93
Range 2.62 4.12 1.50 57.3% 13.26
ATR 4.15 4.15 0.00 -0.1% 0.00
Volume 164,570 118,745 -45,825 -27.8% 280,328
Daily Pivots for day following 10-Dec-2008
Classic Woodie Camarilla DeMark
R4 58.59 56.43 48.29
R3 54.47 52.31 47.15
R2 50.35 50.35 46.78
R1 48.19 48.19 46.40 49.27
PP 46.23 46.23 46.23 46.78
S1 44.07 44.07 45.64 45.15
S2 42.11 42.11 45.26
S3 37.99 39.95 44.89
S4 33.87 35.83 43.75
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 86.85 78.15 50.22
R3 73.59 64.89 46.58
R2 60.33 60.33 45.36
R1 51.63 51.63 44.15 49.35
PP 47.07 47.07 47.07 45.93
S1 38.37 38.37 41.71 36.09
S2 33.81 33.81 40.50
S3 20.55 25.11 39.28
S4 7.29 11.85 35.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.69 42.51 6.18 13.4% 3.47 7.5% 57% False False 115,211
10 57.24 42.51 14.73 32.0% 3.77 8.2% 24% False False 83,986
20 61.45 42.51 18.94 41.2% 3.87 8.4% 19% False False 61,698
40 80.15 42.51 37.64 81.8% 4.40 9.6% 9% False False 40,854
60 109.44 42.51 66.93 145.4% 4.68 10.2% 5% False False 30,878
80 123.65 42.51 81.14 176.3% 4.47 9.7% 4% False False 24,426
100 133.55 42.51 91.04 197.8% 4.22 9.2% 4% False False 20,109
120 148.17 42.51 105.66 229.6% 3.81 8.3% 3% False False 17,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.91
2.618 59.19
1.618 55.07
1.000 52.52
0.618 50.95
HIGH 48.40
0.618 46.83
0.500 46.34
0.382 45.85
LOW 44.28
0.618 41.73
1.000 40.16
1.618 37.61
2.618 33.49
4.250 26.77
Fisher Pivots for day following 10-Dec-2008
Pivot 1 day 3 day
R1 46.34 46.05
PP 46.23 46.04
S1 46.13 46.03

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.