NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 87.53 85.03 -2.50 -2.9% 85.70
High 87.69 87.20 -0.49 -0.6% 89.65
Low 84.79 85.03 0.24 0.3% 82.89
Close 85.21 86.74 1.53 1.8% 85.21
Range 2.90 2.17 -0.73 -25.2% 6.76
ATR 2.95 2.89 -0.06 -1.9% 0.00
Volume 48,360 32,402 -15,958 -33.0% 171,072
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.83 91.96 87.93
R3 90.66 89.79 87.34
R2 88.49 88.49 87.14
R1 87.62 87.62 86.94 88.06
PP 86.32 86.32 86.32 86.54
S1 85.45 85.45 86.54 85.89
S2 84.15 84.15 86.34
S3 81.98 83.28 86.14
S4 79.81 81.11 85.55
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.20 102.46 88.93
R3 99.44 95.70 87.07
R2 92.68 92.68 86.45
R1 88.94 88.94 85.83 87.43
PP 85.92 85.92 85.92 85.16
S1 82.18 82.18 84.59 80.67
S2 79.16 79.16 83.97
S3 72.40 75.42 83.35
S4 65.64 68.66 81.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.65 82.89 6.76 7.8% 2.94 3.4% 57% False False 40,694
10 89.65 78.16 11.49 13.2% 3.08 3.6% 75% False False 35,279
20 89.65 78.16 11.49 13.2% 2.93 3.4% 75% False False 31,372
40 98.21 78.16 20.05 23.1% 2.55 2.9% 43% False False 23,622
60 107.12 78.16 28.96 33.4% 2.26 2.6% 30% False False 19,952
80 109.80 78.16 31.64 36.5% 2.13 2.5% 27% False False 17,242
100 110.65 78.16 32.49 37.5% 2.00 2.3% 26% False False 15,880
120 110.65 78.16 32.49 37.5% 1.82 2.1% 26% False False 14,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 96.42
2.618 92.88
1.618 90.71
1.000 89.37
0.618 88.54
HIGH 87.20
0.618 86.37
0.500 86.12
0.382 85.86
LOW 85.03
0.618 83.69
1.000 82.86
1.618 81.52
2.618 79.35
4.250 75.81
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 86.53 87.22
PP 86.32 87.06
S1 86.12 86.90

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.