NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 98.13 99.12 0.99 1.0% 100.90
High 99.60 99.12 -0.48 -0.5% 101.48
Low 98.13 97.85 -0.28 -0.3% 98.13
Close 99.30 98.04 -1.26 -1.3% 99.30
Range 1.47 1.27 -0.20 -13.6% 3.35
ATR 1.63 1.62 -0.01 -0.8% 0.00
Volume 2,581 4,175 1,594 61.8% 18,504
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 102.15 101.36 98.74
R3 100.88 100.09 98.39
R2 99.61 99.61 98.27
R1 98.82 98.82 98.16 98.58
PP 98.34 98.34 98.34 98.22
S1 97.55 97.55 97.92 97.31
S2 97.07 97.07 97.81
S3 95.80 96.28 97.69
S4 94.53 95.01 97.34
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 109.69 107.84 101.14
R3 106.34 104.49 100.22
R2 102.99 102.99 99.91
R1 101.14 101.14 99.61 100.39
PP 99.64 99.64 99.64 99.26
S1 97.79 97.79 98.99 97.04
S2 96.29 96.29 98.69
S3 92.94 94.44 98.38
S4 89.59 91.09 97.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.90 97.85 3.05 3.1% 1.39 1.4% 6% False True 3,646
10 101.48 97.85 3.63 3.7% 1.30 1.3% 5% False True 4,299
20 101.58 95.50 6.08 6.2% 1.48 1.5% 42% False False 4,729
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 0.14
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.52
2.618 102.44
1.618 101.17
1.000 100.39
0.618 99.90
HIGH 99.12
0.618 98.63
0.500 98.49
0.382 98.34
LOW 97.85
0.618 97.07
1.000 96.58
1.618 95.80
2.618 94.53
4.250 92.45
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 98.49 99.38
PP 98.34 98.93
S1 98.19 98.49

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.