NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 95.30 94.50 -0.80 -0.8% 97.70
High 96.58 95.35 -1.23 -1.3% 99.24
Low 94.30 93.16 -1.14 -1.2% 96.43
Close 95.19 94.04 -1.15 -1.2% 97.27
Range 2.28 2.19 -0.09 -3.9% 2.81
ATR 1.91 1.93 0.02 1.1% 0.00
Volume 14,557 13,408 -1,149 -7.9% 92,059
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 100.75 99.59 95.24
R3 98.56 97.40 94.64
R2 96.37 96.37 94.44
R1 95.21 95.21 94.24 94.70
PP 94.18 94.18 94.18 93.93
S1 93.02 93.02 93.84 92.51
S2 91.99 91.99 93.64
S3 89.80 90.83 93.44
S4 87.61 88.64 92.84
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 106.08 104.48 98.82
R3 103.27 101.67 98.04
R2 100.46 100.46 97.79
R1 98.86 98.86 97.53 98.26
PP 97.65 97.65 97.65 97.34
S1 96.05 96.05 97.01 95.45
S2 94.84 94.84 96.75
S3 92.03 93.24 96.50
S4 89.22 90.43 95.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.64 93.16 5.48 5.8% 1.79 1.9% 16% False True 16,550
10 106.00 93.16 12.84 13.7% 2.34 2.5% 7% False True 16,991
20 107.12 93.16 13.96 14.8% 1.77 1.9% 6% False True 13,071
40 109.50 93.16 16.34 17.4% 1.75 1.9% 5% False True 11,346
60 110.65 93.16 17.49 18.6% 1.70 1.8% 5% False True 11,193
80 110.65 93.16 17.49 18.6% 1.51 1.6% 5% False True 9,915
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.66
2.618 101.08
1.618 98.89
1.000 97.54
0.618 96.70
HIGH 95.35
0.618 94.51
0.500 94.26
0.382 94.00
LOW 93.16
0.618 91.81
1.000 90.97
1.618 89.62
2.618 87.43
4.250 83.85
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 94.26 94.88
PP 94.18 94.60
S1 94.11 94.32

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.