NYMEX Light Sweet Crude Oil Future August 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 95.15 97.68 2.53 2.7% 99.12
High 97.31 98.70 1.39 1.4% 101.08
Low 95.15 97.68 2.53 2.7% 93.46
Close 97.13 98.57 1.44 1.5% 94.14
Range 2.16 1.02 -1.14 -52.8% 7.62
ATR 1.95 1.92 -0.03 -1.4% 0.00
Volume 1,784 3,258 1,474 82.6% 22,313
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 101.38 100.99 99.13
R3 100.36 99.97 98.85
R2 99.34 99.34 98.76
R1 98.95 98.95 98.66 99.15
PP 98.32 98.32 98.32 98.41
S1 97.93 97.93 98.48 98.13
S2 97.30 97.30 98.38
S3 96.28 96.91 98.29
S4 95.26 95.89 98.01
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.09 114.23 98.33
R3 111.47 106.61 96.24
R2 103.85 103.85 95.54
R1 98.99 98.99 94.84 97.61
PP 96.23 96.23 96.23 95.54
S1 91.37 91.37 93.44 89.99
S2 88.61 88.61 92.74
S3 80.99 83.75 92.04
S4 73.37 76.13 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.70 93.40 5.30 5.4% 1.50 1.5% 98% True False 3,375
10 101.08 93.40 7.68 7.8% 1.97 2.0% 67% False False 3,857
20 101.48 93.40 8.08 8.2% 1.61 1.6% 64% False False 4,045
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 103.04
2.618 101.37
1.618 100.35
1.000 99.72
0.618 99.33
HIGH 98.70
0.618 98.31
0.500 98.19
0.382 98.07
LOW 97.68
0.618 97.05
1.000 96.66
1.618 96.03
2.618 95.01
4.250 93.35
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 98.44 97.73
PP 98.32 96.89
S1 98.19 96.05

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.