NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 102.20 102.01 -0.19 -0.2% 100.53
High 102.65 103.67 1.02 1.0% 103.16
Low 101.26 99.85 -1.41 -1.4% 100.53
Close 101.63 99.98 -1.65 -1.6% 102.13
Range 1.39 3.82 2.43 174.8% 2.63
ATR 1.74 1.89 0.15 8.5% 0.00
Volume 6,773 7,071 298 4.4% 30,807
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.63 110.12 102.08
R3 108.81 106.30 101.03
R2 104.99 104.99 100.68
R1 102.48 102.48 100.33 101.83
PP 101.17 101.17 101.17 100.84
S1 98.66 98.66 99.63 98.01
S2 97.35 97.35 99.28
S3 93.53 94.84 98.93
S4 89.71 91.02 97.88
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.83 108.61 103.58
R3 107.20 105.98 102.85
R2 104.57 104.57 102.61
R1 103.35 103.35 102.37 103.96
PP 101.94 101.94 101.94 102.25
S1 100.72 100.72 101.89 101.33
S2 99.31 99.31 101.65
S3 96.68 98.09 101.41
S4 94.05 95.46 100.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.67 99.85 3.82 3.8% 1.90 1.9% 3% True True 7,260
10 103.67 98.28 5.39 5.4% 1.65 1.7% 32% True False 6,628
20 103.67 93.44 10.23 10.2% 1.49 1.5% 64% True False 5,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 119.91
2.618 113.67
1.618 109.85
1.000 107.49
0.618 106.03
HIGH 103.67
0.618 102.21
0.500 101.76
0.382 101.31
LOW 99.85
0.618 97.49
1.000 96.03
1.618 93.67
2.618 89.85
4.250 83.62
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 101.76 101.76
PP 101.17 101.17
S1 100.57 100.57

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.