NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 100.81 98.29 -2.52 -2.5% 101.46
High 102.13 100.12 -2.01 -2.0% 102.45
Low 98.50 98.09 -0.41 -0.4% 98.09
Close 99.05 99.93 0.88 0.9% 99.93
Range 3.63 2.03 -1.60 -44.1% 4.36
ATR 2.34 2.32 -0.02 -1.0% 0.00
Volume 32,013 23,219 -8,794 -27.5% 90,793
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 105.47 104.73 101.05
R3 103.44 102.70 100.49
R2 101.41 101.41 100.30
R1 100.67 100.67 100.12 101.04
PP 99.38 99.38 99.38 99.57
S1 98.64 98.64 99.74 99.01
S2 97.35 97.35 99.56
S3 95.32 96.61 99.37
S4 93.29 94.58 98.81
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.24 110.94 102.33
R3 108.88 106.58 101.13
R2 104.52 104.52 100.73
R1 102.22 102.22 100.33 101.19
PP 100.16 100.16 100.16 99.64
S1 97.86 97.86 99.53 96.83
S2 95.80 95.80 99.13
S3 91.44 93.50 98.73
S4 87.08 89.14 97.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.45 98.09 4.36 4.4% 2.12 2.1% 42% False True 18,158
10 102.45 97.38 5.07 5.1% 2.18 2.2% 50% False False 15,795
20 102.80 95.45 7.35 7.4% 2.25 2.3% 61% False False 14,997
40 102.80 84.95 17.85 17.9% 2.28 2.3% 84% False False 13,661
60 102.80 76.44 26.36 26.4% 2.45 2.5% 89% False False 11,523
80 102.80 76.44 26.36 26.4% 2.33 2.3% 89% False False 10,221
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 True
Bear Hook True
Bull Hook False
Stretch 0.55
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.75
2.618 105.43
1.618 103.40
1.000 102.15
0.618 101.37
HIGH 100.12
0.618 99.34
0.500 99.11
0.382 98.87
LOW 98.09
0.618 96.84
1.000 96.06
1.618 94.81
2.618 92.78
4.250 89.46
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 99.66 100.16
PP 99.38 100.08
S1 99.11 100.01

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.