NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 86.91 84.65 -2.26 -2.6% 86.43
High 87.24 85.90 -1.34 -1.5% 87.42
Low 84.66 84.34 -0.32 -0.4% 84.66
Close 84.86 85.65 0.79 0.9% 84.86
Range 2.58 1.56 -1.02 -39.5% 2.76
ATR 2.10 2.06 -0.04 -1.8% 0.00
Volume 297,311 221,397 -75,914 -25.5% 959,018
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 89.98 89.37 86.51
R3 88.42 87.81 86.08
R2 86.86 86.86 85.94
R1 86.25 86.25 85.79 86.56
PP 85.30 85.30 85.30 85.45
S1 84.69 84.69 85.51 85.00
S2 83.74 83.74 85.36
S3 82.18 83.13 85.22
S4 80.62 81.57 84.79
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.93 92.15 86.38
R3 91.17 89.39 85.62
R2 88.41 88.41 85.37
R1 86.63 86.63 85.11 86.14
PP 85.65 85.65 85.65 85.40
S1 83.87 83.87 84.61 83.38
S2 82.89 82.89 84.35
S3 80.13 81.11 84.10
S4 77.37 78.35 83.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.42 84.34 3.08 3.6% 1.67 2.0% 43% False True 206,937
10 89.29 84.34 4.95 5.8% 1.92 2.2% 26% False True 220,912
20 94.02 84.34 9.68 11.3% 2.06 2.4% 14% False True 194,824
40 101.01 84.34 16.67 19.5% 2.25 2.6% 8% False True 137,936
60 101.01 84.34 16.67 19.5% 2.13 2.5% 8% False True 112,302
80 101.01 84.34 16.67 19.5% 2.14 2.5% 8% False True 96,230
100 101.01 79.12 21.89 25.6% 2.26 2.6% 30% False False 86,186
120 101.01 79.12 21.89 25.6% 2.28 2.7% 30% False False 79,736
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.53
2.618 89.98
1.618 88.42
1.000 87.46
0.618 86.86
HIGH 85.90
0.618 85.30
0.500 85.12
0.382 84.94
LOW 84.34
0.618 83.38
1.000 82.78
1.618 81.82
2.618 80.26
4.250 77.71
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 85.47 85.88
PP 85.30 85.80
S1 85.12 85.73

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.