NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 06-Feb-2012
Day Change Summary
Previous Current
03-Feb-2012 06-Feb-2012 Change Change % Previous Week
Open 97.54 98.56 1.02 1.0% 100.73
High 98.86 98.66 -0.20 -0.2% 101.90
Low 96.97 97.38 0.41 0.4% 96.26
Close 98.71 98.06 -0.65 -0.7% 98.71
Range 1.89 1.28 -0.61 -32.3% 5.64
ATR 2.25 2.19 -0.07 -2.9% 0.00
Volume 56,361 71,572 15,211 27.0% 206,425
Daily Pivots for day following 06-Feb-2012
Classic Woodie Camarilla DeMark
R4 101.87 101.25 98.76
R3 100.59 99.97 98.41
R2 99.31 99.31 98.29
R1 98.69 98.69 98.18 98.36
PP 98.03 98.03 98.03 97.87
S1 97.41 97.41 97.94 97.08
S2 96.75 96.75 97.83
S3 95.47 96.13 97.71
S4 94.19 94.85 97.36
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.93 101.81
R3 110.24 107.29 100.26
R2 104.60 104.60 99.74
R1 101.65 101.65 99.23 100.31
PP 98.96 98.96 98.96 98.28
S1 96.01 96.01 98.19 94.67
S2 93.32 93.32 97.68
S3 87.68 90.37 97.16
S4 82.04 84.73 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.90 96.26 5.64 5.8% 2.25 2.3% 32% False False 50,321
10 102.01 96.26 5.75 5.9% 2.09 2.1% 31% False False 44,226
20 103.95 96.26 7.69 7.8% 2.24 2.3% 23% False False 40,458
40 104.18 93.52 10.66 10.9% 2.22 2.3% 43% False False 29,448
60 104.18 93.52 10.66 10.9% 2.23 2.3% 43% False False 24,218
80 104.18 84.30 19.88 20.3% 2.22 2.3% 69% False False 21,169
100 104.18 76.44 27.74 28.3% 2.33 2.4% 78% False False 18,326
120 104.18 76.44 27.74 28.3% 2.26 2.3% 78% False False 16,263
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 104.10
2.618 102.01
1.618 100.73
1.000 99.94
0.618 99.45
HIGH 98.66
0.618 98.17
0.500 98.02
0.382 97.87
LOW 97.38
0.618 96.59
1.000 96.10
1.618 95.31
2.618 94.03
4.250 91.94
Fisher Pivots for day following 06-Feb-2012
Pivot 1 day 3 day
R1 98.05 97.89
PP 98.03 97.73
S1 98.02 97.56

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.