NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 88.29 87.21 -1.08 -1.2% 91.59
High 88.90 87.22 -1.68 -1.9% 92.78
Low 86.50 82.97 -3.53 -4.1% 82.97
Close 87.17 83.89 -3.28 -3.8% 83.89
Range 2.40 4.25 1.85 77.1% 9.81
ATR 2.09 2.25 0.15 7.4% 0.00
Volume 31,219 46,219 15,000 48.0% 121,800
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 97.44 94.92 86.23
R3 93.19 90.67 85.06
R2 88.94 88.94 84.67
R1 86.42 86.42 84.28 85.56
PP 84.69 84.69 84.69 84.26
S1 82.17 82.17 83.50 81.31
S2 80.44 80.44 83.11
S3 76.19 77.92 82.72
S4 71.94 73.67 81.55
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 115.98 109.74 89.29
R3 106.17 99.93 86.59
R2 96.36 96.36 85.69
R1 90.12 90.12 84.79 88.34
PP 86.55 86.55 86.55 85.65
S1 80.31 80.31 82.99 78.53
S2 76.74 76.74 82.09
S3 66.93 70.50 81.19
S4 57.12 60.69 78.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.78 82.97 9.81 11.7% 2.63 3.1% 9% False True 29,343
10 93.88 82.97 10.91 13.0% 2.32 2.8% 8% False True 26,870
20 103.47 82.97 20.50 24.4% 2.34 2.8% 4% False True 29,930
40 107.12 82.97 24.15 28.8% 1.98 2.4% 4% False True 28,461
60 109.84 82.97 26.87 32.0% 1.92 2.3% 3% False True 25,253
80 110.87 82.97 27.90 33.3% 1.84 2.2% 3% False True 23,571
100 110.87 82.97 27.90 33.3% 1.79 2.1% 3% False True 20,853
120 110.87 82.97 27.90 33.3% 1.72 2.1% 3% False True 18,301
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 98.35
1.618 94.10
1.000 91.47
0.618 89.85
HIGH 87.22
0.618 85.60
0.500 85.10
0.382 84.59
LOW 82.97
0.618 80.34
1.000 78.72
1.618 76.09
2.618 71.84
4.250 64.91
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 85.10 87.24
PP 84.69 86.12
S1 84.29 85.01

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.