NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 93.63 93.77 0.14 0.1% 99.76
High 94.97 94.63 -0.34 -0.4% 101.45
Low 92.70 92.77 0.07 0.1% 92.70
Close 93.75 94.05 0.30 0.3% 93.75
Range 2.27 1.86 -0.41 -18.1% 8.75
ATR 2.90 2.82 -0.07 -2.6% 0.00
Volume 119,627 205,587 85,960 71.9% 627,091
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 99.40 98.58 95.07
R3 97.54 96.72 94.56
R2 95.68 95.68 94.39
R1 94.86 94.86 94.22 95.27
PP 93.82 93.82 93.82 94.02
S1 93.00 93.00 93.88 93.41
S2 91.96 91.96 93.71
S3 90.10 91.14 93.54
S4 88.24 89.28 93.03
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 122.22 116.73 98.56
R3 113.47 107.98 96.16
R2 104.72 104.72 95.35
R1 99.23 99.23 94.55 97.60
PP 95.97 95.97 95.97 95.15
S1 90.48 90.48 92.95 88.85
S2 87.22 87.22 92.15
S3 78.47 81.73 91.34
S4 69.72 72.98 88.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.45 92.70 8.75 9.3% 3.29 3.5% 15% False False 145,559
10 102.09 92.70 9.39 10.0% 2.85 3.0% 14% False False 114,827
20 102.56 92.70 9.86 10.5% 2.67 2.8% 14% False False 90,648
40 103.28 87.28 16.00 17.0% 2.80 3.0% 42% False False 70,314
60 103.28 75.66 27.62 29.4% 2.90 3.1% 67% False False 54,543
80 103.28 75.66 27.62 29.4% 2.83 3.0% 67% False False 44,049
100 103.28 75.66 27.62 29.4% 2.94 3.1% 67% False False 36,741
120 103.28 75.66 27.62 29.4% 2.81 3.0% 67% False False 31,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 99.50
1.618 97.64
1.000 96.49
0.618 95.78
HIGH 94.63
0.618 93.92
0.500 93.70
0.382 93.48
LOW 92.77
0.618 91.62
1.000 90.91
1.618 89.76
2.618 87.90
4.250 84.87
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 93.93 94.45
PP 93.82 94.31
S1 93.70 94.18

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.