NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 96.90 95.97 -0.93 -1.0% 96.87
High 97.98 96.83 -1.15 -1.2% 98.60
Low 94.73 95.57 0.84 0.9% 95.63
Close 95.79 96.63 0.84 0.9% 96.45
Range 3.25 1.26 -1.99 -61.2% 2.97
ATR 2.08 2.02 -0.06 -2.8% 0.00
Volume 39,886 60,893 21,007 52.7% 199,436
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.12 99.64 97.32
R3 98.86 98.38 96.98
R2 97.60 97.60 96.86
R1 97.12 97.12 96.75 97.36
PP 96.34 96.34 96.34 96.47
S1 95.86 95.86 96.51 96.10
S2 95.08 95.08 96.40
S3 93.82 94.60 96.28
S4 92.56 93.34 95.94
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.80 104.10 98.08
R3 102.83 101.13 97.27
R2 99.86 99.86 96.99
R1 98.16 98.16 96.72 97.53
PP 96.89 96.89 96.89 96.58
S1 95.19 95.19 96.18 94.56
S2 93.92 93.92 95.91
S3 90.95 92.22 95.63
S4 87.98 89.25 94.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 94.73 3.87 4.0% 2.00 2.1% 49% False False 46,100
10 98.60 93.47 5.13 5.3% 1.83 1.9% 62% False False 44,936
20 98.60 87.58 11.02 11.4% 1.97 2.0% 82% False False 45,006
40 98.60 84.87 13.73 14.2% 2.12 2.2% 86% False False 35,503
60 98.60 78.83 19.77 20.5% 2.31 2.4% 90% False False 30,043
80 99.31 78.83 20.48 21.2% 2.22 2.3% 87% False False 24,829
100 107.15 78.83 28.32 29.3% 2.06 2.1% 63% False False 21,573
120 109.80 78.83 30.97 32.1% 1.98 2.0% 57% False False 19,074
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.19
2.618 100.13
1.618 98.87
1.000 98.09
0.618 97.61
HIGH 96.83
0.618 96.35
0.500 96.20
0.382 96.05
LOW 95.57
0.618 94.79
1.000 94.31
1.618 93.53
2.618 92.27
4.250 90.22
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 96.49 96.54
PP 96.34 96.45
S1 96.20 96.36

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.