NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 102.53 102.25 -0.28 -0.3% 100.39
High 103.95 102.60 -1.35 -1.3% 103.74
Low 102.53 101.74 -0.79 -0.8% 100.39
Close 102.91 101.78 -1.13 -1.1% 102.37
Range 1.42 0.86 -0.56 -39.4% 3.35
ATR 1.71 1.68 -0.04 -2.3% 0.00
Volume 9,401 4,852 -4,549 -48.4% 35,071
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.62 104.06 102.25
R3 103.76 103.20 102.02
R2 102.90 102.90 101.94
R1 102.34 102.34 101.86 102.19
PP 102.04 102.04 102.04 101.97
S1 101.48 101.48 101.70 101.33
S2 101.18 101.18 101.62
S3 100.32 100.62 101.54
S4 99.46 99.76 101.31
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.22 110.64 104.21
R3 108.87 107.29 103.29
R2 105.52 105.52 102.98
R1 103.94 103.94 102.68 104.73
PP 102.17 102.17 102.17 102.56
S1 100.59 100.59 102.06 101.38
S2 98.82 98.82 101.76
S3 95.47 97.24 101.45
S4 92.12 93.89 100.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.95 101.20 2.75 2.7% 1.41 1.4% 21% False False 7,854
10 103.95 99.15 4.80 4.7% 1.36 1.3% 55% False False 6,353
20 103.95 93.40 10.55 10.4% 1.57 1.5% 79% False False 4,952
40 103.95 93.40 10.55 10.4% 1.52 1.5% 79% False False 4,841
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 0.17
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.26
2.618 104.85
1.618 103.99
1.000 103.46
0.618 103.13
HIGH 102.60
0.618 102.27
0.500 102.17
0.382 102.07
LOW 101.74
0.618 101.21
1.000 100.88
1.618 100.35
2.618 99.49
4.250 98.09
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 102.17 102.58
PP 102.04 102.31
S1 101.91 102.05

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.