NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 82.48 84.55 2.07 2.5% 83.19
High 84.80 85.08 0.28 0.3% 88.11
Low 82.48 83.42 0.94 1.1% 82.57
Close 84.56 83.83 -0.73 -0.9% 85.41
Range 2.32 1.66 -0.66 -28.4% 5.54
ATR 2.37 2.32 -0.05 -2.1% 0.00
Volume 22,124 19,063 -3,061 -13.8% 64,734
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.09 88.12 84.74
R3 87.43 86.46 84.29
R2 85.77 85.77 84.13
R1 84.80 84.80 83.98 84.46
PP 84.11 84.11 84.11 83.94
S1 83.14 83.14 83.68 82.80
S2 82.45 82.45 83.53
S3 80.79 81.48 83.37
S4 79.13 79.82 82.92
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.98 99.24 88.46
R3 96.44 93.70 86.93
R2 90.90 90.90 86.43
R1 88.16 88.16 85.92 89.53
PP 85.36 85.36 85.36 86.05
S1 82.62 82.62 84.90 83.99
S2 79.82 79.82 84.39
S3 74.28 77.08 83.89
S4 68.74 71.54 82.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.11 82.48 5.63 6.7% 2.98 3.6% 24% False False 20,637
10 89.26 82.48 6.78 8.1% 2.71 3.2% 20% False False 14,910
20 95.40 82.48 12.92 15.4% 2.25 2.7% 10% False False 11,401
40 107.15 82.48 24.67 29.4% 1.89 2.3% 5% False False 10,375
60 109.30 82.48 26.82 32.0% 1.80 2.2% 5% False False 9,243
80 110.08 82.48 27.60 32.9% 1.66 2.0% 5% False False 8,935
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.14
2.618 89.43
1.618 87.77
1.000 86.74
0.618 86.11
HIGH 85.08
0.618 84.45
0.500 84.25
0.382 84.05
LOW 83.42
0.618 82.39
1.000 81.76
1.618 80.73
2.618 79.07
4.250 76.37
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 84.25 85.12
PP 84.11 84.69
S1 83.97 84.26

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.