NYMEX Light Sweet Crude Oil Future August 2009


Trading Metrics calculated at close of trading on 04-Nov-2008
Day Change Summary
Previous Current
03-Nov-2008 04-Nov-2008 Change Change % Previous Week
Open 70.40 69.98 -0.42 -0.6% 67.00
High 70.40 76.95 6.55 9.3% 73.00
Low 69.75 69.98 0.23 0.3% 66.53
Close 69.39 76.72 7.33 10.6% 72.77
Range 0.65 6.97 6.32 972.3% 6.47
ATR 3.16 3.48 0.31 9.9% 0.00
Volume 872 2,677 1,805 207.0% 14,367
Daily Pivots for day following 04-Nov-2008
Classic Woodie Camarilla DeMark
R4 95.46 93.06 80.55
R3 88.49 86.09 78.64
R2 81.52 81.52 78.00
R1 79.12 79.12 77.36 80.32
PP 74.55 74.55 74.55 75.15
S1 72.15 72.15 76.08 73.35
S2 67.58 67.58 75.44
S3 60.61 65.18 74.80
S4 53.64 58.21 72.89
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 90.18 87.94 76.33
R3 83.71 81.47 74.55
R2 77.24 77.24 73.96
R1 75.00 75.00 73.36 76.12
PP 70.77 70.77 70.77 71.33
S1 68.53 68.53 72.18 69.65
S2 64.30 64.30 71.58
S3 57.83 62.06 70.99
S4 51.36 55.59 69.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.95 69.13 7.82 10.2% 2.66 3.5% 97% True False 2,806
10 76.95 66.53 10.42 13.6% 2.01 2.6% 98% True False 2,290
20 89.88 66.53 23.35 30.4% 1.62 2.1% 44% False False 1,658
40 109.67 66.53 43.14 56.2% 1.20 1.6% 24% False False 1,136
60 123.71 66.53 57.18 74.5% 0.80 1.0% 18% False False 872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 106.57
2.618 95.20
1.618 88.23
1.000 83.92
0.618 81.26
HIGH 76.95
0.618 74.29
0.500 73.47
0.382 72.64
LOW 69.98
0.618 65.67
1.000 63.01
1.618 58.70
2.618 51.73
4.250 40.36
Fisher Pivots for day following 04-Nov-2008
Pivot 1 day 3 day
R1 75.64 75.60
PP 74.55 74.47
S1 73.47 73.35

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.