NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 98.56 98.33 -0.23 -0.2% 100.73
High 98.66 100.08 1.42 1.4% 101.90
Low 97.38 97.00 -0.38 -0.4% 96.26
Close 98.06 99.38 1.32 1.3% 98.71
Range 1.28 3.08 1.80 140.6% 5.64
ATR 2.19 2.25 0.06 2.9% 0.00
Volume 71,572 80,284 8,712 12.2% 206,425
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.06 106.80 101.07
R3 104.98 103.72 100.23
R2 101.90 101.90 99.94
R1 100.64 100.64 99.66 101.27
PP 98.82 98.82 98.82 99.14
S1 97.56 97.56 99.10 98.19
S2 95.74 95.74 98.82
S3 92.66 94.48 98.53
S4 89.58 91.40 97.69
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
5 100.27 96.26 4.01 4.0% 2.23 2.2% 78% False False 58,833
10 102.01 96.26 5.75 5.8% 2.22 2.2% 54% False False 49,129
20 103.95 96.26 7.69 7.7% 2.30 2.3% 41% False False 42,922
40 104.18 93.52 10.66 10.7% 2.21 2.2% 55% False False 30,655
60 104.18 93.52 10.66 10.7% 2.23 2.2% 55% False False 25,309
80 104.18 84.30 19.88 20.0% 2.24 2.3% 76% False False 22,007
100 104.18 76.44 27.74 27.9% 2.35 2.4% 83% False False 19,045
120 104.18 76.44 27.74 27.9% 2.28 2.3% 83% False False 16,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.17
2.618 108.14
1.618 105.06
1.000 103.16
0.618 101.98
HIGH 100.08
0.618 98.90
0.500 98.54
0.382 98.18
LOW 97.00
0.618 95.10
1.000 93.92
1.618 92.02
2.618 88.94
4.250 83.91
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 99.10 99.10
PP 98.82 98.81
S1 98.54 98.53

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.