NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 97.39 98.19 0.80 0.8% 98.00
High 98.37 99.12 0.75 0.8% 99.98
Low 97.07 98.15 1.08 1.1% 93.45
Close 98.29 98.96 0.67 0.7% 93.92
Range 1.30 0.97 -0.33 -25.4% 6.53
ATR
Volume 5,078 6,403 1,325 26.1% 34,185
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 101.65 101.28 99.49
R3 100.68 100.31 99.23
R2 99.71 99.71 99.14
R1 99.34 99.34 99.05 99.53
PP 98.74 98.74 98.74 98.84
S1 98.37 98.37 98.87 98.56
S2 97.77 97.77 98.78
S3 96.80 97.40 98.69
S4 95.83 96.43 98.43
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 115.37 111.18 97.51
R3 108.84 104.65 95.72
R2 102.31 102.31 95.12
R1 98.12 98.12 94.52 96.95
PP 95.78 95.78 95.78 95.20
S1 91.59 91.59 93.32 90.42
S2 89.25 89.25 92.72
S3 82.72 85.06 92.12
S4 76.19 78.53 90.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.12 93.44 5.68 5.7% 1.24 1.3% 97% True False 5,487
10 99.98 93.44 6.54 6.6% 1.60 1.6% 84% False False 6,121
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 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.24
2.618 101.66
1.618 100.69
1.000 100.09
0.618 99.72
HIGH 99.12
0.618 98.75
0.500 98.64
0.382 98.52
LOW 98.15
0.618 97.55
1.000 97.18
1.618 96.58
2.618 95.61
4.250 94.03
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 98.85 98.43
PP 98.74 97.89
S1 98.64 97.36

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.