NYMEX Light Sweet Crude Oil Future April 2009


Trading Metrics calculated at close of trading on 21-Oct-2008
Day Change Summary
Previous Current
20-Oct-2008 21-Oct-2008 Change Change % Previous Week
Open 73.87 77.13 3.26 4.4% 82.50
High 77.47 77.63 0.16 0.2% 86.45
Low 73.65 72.66 -0.99 -1.3% 71.33
Close 75.99 74.13 -1.86 -2.4% 73.86
Range 3.82 4.97 1.15 30.1% 15.12
ATR 4.36 4.40 0.04 1.0% 0.00
Volume 4,917 3,079 -1,838 -37.4% 26,520
Daily Pivots for day following 21-Oct-2008
Classic Woodie Camarilla DeMark
R4 89.72 86.89 76.86
R3 84.75 81.92 75.50
R2 79.78 79.78 75.04
R1 76.95 76.95 74.59 75.88
PP 74.81 74.81 74.81 74.27
S1 71.98 71.98 73.67 70.91
S2 69.84 69.84 73.22
S3 64.87 67.01 72.76
S4 59.90 62.04 71.40
Weekly Pivots for week ending 17-Oct-2008
Classic Woodie Camarilla DeMark
R4 122.57 113.34 82.18
R3 107.45 98.22 78.02
R2 92.33 92.33 76.63
R1 83.10 83.10 75.25 80.16
PP 77.21 77.21 77.21 75.74
S1 67.98 67.98 72.47 65.04
S2 62.09 62.09 71.09
S3 46.97 52.86 69.70
S4 31.85 37.74 65.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.94 71.33 9.61 13.0% 4.27 5.8% 29% False False 4,855
10 89.50 71.33 18.17 24.5% 4.36 5.9% 15% False False 4,964
20 106.70 71.33 35.37 47.7% 4.09 5.5% 8% False False 4,170
40 120.30 71.33 48.97 66.1% 3.08 4.2% 6% False False 3,286
60 126.60 71.33 55.27 74.6% 2.18 2.9% 5% False False 2,520
80 146.86 71.33 75.53 101.9% 1.68 2.3% 4% False False 2,137
100 146.86 71.33 75.53 101.9% 1.39 1.9% 4% False False 1,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.75
2.618 90.64
1.618 85.67
1.000 82.60
0.618 80.70
HIGH 77.63
0.618 75.73
0.500 75.15
0.382 74.56
LOW 72.66
0.618 69.59
1.000 67.69
1.618 64.62
2.618 59.65
4.250 51.54
Fisher Pivots for day following 21-Oct-2008
Pivot 1 day 3 day
R1 75.15 74.94
PP 74.81 74.67
S1 74.47 74.40

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.