NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 83.43 85.23 1.80 2.2% 85.85
High 85.23 85.60 0.37 0.4% 87.50
Low 83.22 84.33 1.11 1.3% 82.07
Close 84.76 84.90 0.14 0.2% 84.90
Range 2.01 1.27 -0.74 -36.8% 5.43
ATR 2.40 2.32 -0.08 -3.4% 0.00
Volume 28,741 28,968 227 0.8% 131,741
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.75 88.10 85.60
R3 87.48 86.83 85.25
R2 86.21 86.21 85.13
R1 85.56 85.56 85.02 85.25
PP 84.94 84.94 84.94 84.79
S1 84.29 84.29 84.78 83.98
S2 83.67 83.67 84.67
S3 82.40 83.02 84.55
S4 81.13 81.75 84.20
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.11 98.44 87.89
R3 95.68 93.01 86.39
R2 90.25 90.25 85.90
R1 87.58 87.58 85.40 86.20
PP 84.82 84.82 84.82 84.14
S1 82.15 82.15 84.40 80.77
S2 79.39 79.39 83.90
S3 73.96 76.72 83.41
S4 68.53 71.29 81.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.50 82.07 5.43 6.4% 2.56 3.0% 52% False False 26,348
10 87.85 82.07 5.78 6.8% 2.52 3.0% 49% False False 23,992
20 94.10 82.07 12.03 14.2% 2.36 2.8% 24% False False 18,602
40 107.12 82.07 25.05 29.5% 2.08 2.4% 11% False False 15,945
60 109.50 82.07 27.43 32.3% 1.96 2.3% 10% False False 13,839
80 110.65 82.07 28.58 33.7% 1.88 2.2% 10% False False 13,099
100 110.65 82.07 28.58 33.7% 1.69 2.0% 10% False False 11,786
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 0.62
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 91.00
2.618 88.92
1.618 87.65
1.000 86.87
0.618 86.38
HIGH 85.60
0.618 85.11
0.500 84.97
0.382 84.82
LOW 84.33
0.618 83.55
1.000 83.06
1.618 82.28
2.618 81.01
4.250 78.93
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 84.97 84.71
PP 84.94 84.53
S1 84.92 84.34

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.