NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 81.19 82.11 0.92 1.1% 86.10
High 82.34 82.52 0.18 0.2% 87.11
Low 80.36 79.12 -1.24 -1.5% 79.19
Close 81.88 79.47 -2.41 -2.9% 81.32
Range 1.98 3.40 1.42 71.7% 7.92
ATR 2.40 2.47 0.07 3.0% 0.00
Volume 37,624 40,225 2,601 6.9% 250,102
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.57 88.42 81.34
R3 87.17 85.02 80.41
R2 83.77 83.77 80.09
R1 81.62 81.62 79.78 81.00
PP 80.37 80.37 80.37 80.06
S1 78.22 78.22 79.16 77.60
S2 76.97 76.97 78.85
S3 73.57 74.82 78.54
S4 70.17 71.42 77.60
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.30 101.73 85.68
R3 98.38 93.81 83.50
R2 90.46 90.46 82.77
R1 85.89 85.89 82.05 84.22
PP 82.54 82.54 82.54 81.70
S1 77.97 77.97 80.59 76.30
S2 74.62 74.62 79.87
S3 66.70 70.05 79.14
S4 58.78 62.13 76.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.52 79.12 3.40 4.3% 2.26 2.8% 10% True True 43,135
10 87.11 79.12 7.99 10.1% 2.48 3.1% 4% False True 43,971
20 88.47 79.12 9.35 11.8% 2.66 3.3% 4% False True 48,999
40 106.25 79.12 27.13 34.1% 2.43 3.1% 1% False True 47,668
60 107.29 79.12 28.17 35.4% 2.14 2.7% 1% False True 45,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 96.97
2.618 91.42
1.618 88.02
1.000 85.92
0.618 84.62
HIGH 82.52
0.618 81.22
0.500 80.82
0.382 80.42
LOW 79.12
0.618 77.02
1.000 75.72
1.618 73.62
2.618 70.22
4.250 64.67
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 80.82 80.82
PP 80.37 80.37
S1 79.92 79.92

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.