NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 84.58 86.13 1.55 1.8% 85.18
High 86.83 86.30 -0.53 -0.6% 89.33
Low 84.51 84.05 -0.46 -0.5% 82.50
Close 86.37 84.30 -2.07 -2.4% 84.83
Range 2.32 2.25 -0.07 -3.0% 6.83
ATR 2.99 2.94 -0.05 -1.6% 0.00
Volume 74,352 82,177 7,825 10.5% 366,068
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 91.63 90.22 85.54
R3 89.38 87.97 84.92
R2 87.13 87.13 84.71
R1 85.72 85.72 84.51 85.30
PP 84.88 84.88 84.88 84.68
S1 83.47 83.47 84.09 83.05
S2 82.63 82.63 83.89
S3 80.38 81.22 83.68
S4 78.13 78.97 83.06
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.04 102.27 88.59
R3 99.21 95.44 86.71
R2 92.38 92.38 86.08
R1 88.61 88.61 85.46 87.08
PP 85.55 85.55 85.55 84.79
S1 81.78 81.78 84.20 80.25
S2 78.72 78.72 83.58
S3 71.89 74.95 82.95
S4 65.06 68.12 81.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.33 83.75 5.58 6.6% 2.95 3.5% 10% False False 83,882
10 89.33 77.70 11.63 13.8% 3.17 3.8% 57% False False 74,402
20 89.33 77.70 11.63 13.8% 2.88 3.4% 57% False False 62,897
40 96.70 77.70 19.00 22.5% 2.69 3.2% 35% False False 47,831
60 107.12 77.70 29.42 34.9% 2.41 2.9% 22% False False 41,551
80 109.84 77.70 32.14 38.1% 2.27 2.7% 21% False False 36,433
100 110.87 77.70 33.17 39.3% 2.16 2.6% 20% False False 33,235
120 110.87 77.70 33.17 39.3% 2.04 2.4% 20% False False 29,703
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 0.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.86
2.618 92.19
1.618 89.94
1.000 88.55
0.618 87.69
HIGH 86.30
0.618 85.44
0.500 85.18
0.382 84.91
LOW 84.05
0.618 82.66
1.000 81.80
1.618 80.41
2.618 78.16
4.250 74.49
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 85.18 85.74
PP 84.88 85.26
S1 84.59 84.78

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.