NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 94.27 97.51 3.24 3.4% 99.76
High 97.63 99.25 1.62 1.7% 101.45
Low 94.24 96.80 2.56 2.7% 92.70
Close 97.24 98.67 1.43 1.5% 93.75
Range 3.39 2.45 -0.94 -27.7% 8.75
ATR 2.88 2.85 -0.03 -1.1% 0.00
Volume 230,283 207,334 -22,949 -10.0% 627,091
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.59 104.58 100.02
R3 103.14 102.13 99.34
R2 100.69 100.69 99.12
R1 99.68 99.68 98.89 100.19
PP 98.24 98.24 98.24 98.49
S1 97.23 97.23 98.45 97.74
S2 95.79 95.79 98.22
S3 93.34 94.78 98.00
S4 90.89 92.33 97.32
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 99.25 92.70 6.55 6.6% 2.53 2.6% 91% True False 183,556
10 101.88 92.70 9.18 9.3% 3.09 3.1% 65% False False 147,232
20 102.56 92.70 9.86 10.0% 2.72 2.8% 61% False False 105,685
40 103.28 88.96 14.32 14.5% 2.76 2.8% 68% False False 78,267
60 103.28 75.66 27.62 28.0% 2.87 2.9% 83% False False 61,216
80 103.28 75.66 27.62 28.0% 2.85 2.9% 83% False False 49,383
100 103.28 75.66 27.62 28.0% 2.93 3.0% 83% False False 41,049
120 103.28 75.66 27.62 28.0% 2.83 2.9% 83% False False 35,076
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.66
2.618 105.66
1.618 103.21
1.000 101.70
0.618 100.76
HIGH 99.25
0.618 98.31
0.500 98.03
0.382 97.74
LOW 96.80
0.618 95.29
1.000 94.35
1.618 92.84
2.618 90.39
4.250 86.39
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.46 97.78
PP 98.24 96.90
S1 98.03 96.01

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.