NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 81.90 78.96 -2.94 -3.6% 85.80
High 81.90 81.10 -0.80 -1.0% 86.22
Low 78.70 78.31 -0.39 -0.5% 78.31
Close 78.95 80.51 1.56 2.0% 80.51
Range 3.20 2.79 -0.41 -12.8% 7.91
ATR 2.53 2.55 0.02 0.7% 0.00
Volume 43,853 40,825 -3,028 -6.9% 142,913
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.34 87.22 82.04
R3 85.55 84.43 81.28
R2 82.76 82.76 81.02
R1 81.64 81.64 80.77 82.20
PP 79.97 79.97 79.97 80.26
S1 78.85 78.85 80.25 79.41
S2 77.18 77.18 80.00
S3 74.39 76.06 79.74
S4 71.60 73.27 78.98
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 105.41 100.87 84.86
R3 97.50 92.96 82.69
R2 89.59 89.59 81.96
R1 85.05 85.05 81.24 83.37
PP 81.68 81.68 81.68 80.84
S1 77.14 77.14 79.78 75.46
S2 73.77 73.77 79.06
S3 65.86 69.23 78.33
S4 57.95 61.32 76.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.22 78.31 7.91 9.8% 2.99 3.7% 28% False True 28,582
10 87.50 78.31 9.19 11.4% 2.77 3.4% 24% False True 27,465
20 93.02 78.31 14.71 18.3% 2.64 3.3% 15% False True 22,310
40 107.12 78.31 28.81 35.8% 2.29 2.8% 8% False True 18,445
60 107.38 78.31 29.07 36.1% 2.07 2.6% 8% False True 15,689
80 110.65 78.31 32.34 40.2% 1.95 2.4% 7% False True 14,070
100 110.65 78.31 32.34 40.2% 1.79 2.2% 7% False True 13,041
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 0.51
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.96
2.618 88.40
1.618 85.61
1.000 83.89
0.618 82.82
HIGH 81.10
0.618 80.03
0.500 79.71
0.382 79.38
LOW 78.31
0.618 76.59
1.000 75.52
1.618 73.80
2.618 71.01
4.250 66.45
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 80.24 81.82
PP 79.97 81.38
S1 79.71 80.95

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.