NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 96.24 96.29 0.05 0.1% 96.38
High 96.63 97.31 0.68 0.7% 97.71
Low 95.34 96.08 0.74 0.8% 94.08
Close 96.54 97.17 0.63 0.7% 96.42
Range 1.29 1.23 -0.06 -4.7% 3.63
ATR 2.11 2.04 -0.06 -3.0% 0.00
Volume 221,996 222,006 10 0.0% 1,109,299
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.54 100.09 97.85
R3 99.31 98.86 97.51
R2 98.08 98.08 97.40
R1 97.63 97.63 97.28 97.86
PP 96.85 96.85 96.85 96.97
S1 96.40 96.40 97.06 96.63
S2 95.62 95.62 96.94
S3 94.39 95.17 96.83
S4 93.16 93.94 96.49
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.96 105.32 98.42
R3 103.33 101.69 97.42
R2 99.70 99.70 97.09
R1 98.06 98.06 96.75 98.88
PP 96.07 96.07 96.07 96.48
S1 94.43 94.43 96.09 95.25
S2 92.44 92.44 95.75
S3 88.81 90.80 95.42
S4 85.18 87.17 94.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.71 94.08 3.63 3.7% 2.01 2.1% 85% False False 259,430
10 97.71 93.95 3.76 3.9% 1.95 2.0% 86% False False 228,359
20 98.29 92.86 5.43 5.6% 1.92 2.0% 79% False False 195,242
40 98.29 87.14 11.15 11.5% 2.08 2.1% 90% False False 129,100
60 98.29 78.16 20.13 20.7% 2.32 2.4% 94% False False 96,585
80 98.29 78.16 20.13 20.7% 2.33 2.4% 94% False False 77,089
100 107.12 78.16 28.96 29.8% 2.22 2.3% 66% False False 64,329
120 109.50 78.16 31.34 32.3% 2.14 2.2% 61% False False 55,212
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 True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 102.54
2.618 100.53
1.618 99.30
1.000 98.54
0.618 98.07
HIGH 97.31
0.618 96.84
0.500 96.70
0.382 96.55
LOW 96.08
0.618 95.32
1.000 94.85
1.618 94.09
2.618 92.86
4.250 90.85
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 97.01 96.68
PP 96.85 96.19
S1 96.70 95.70

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.