NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 92.63 91.99 -0.64 -0.7% 96.92
High 92.75 92.86 0.11 0.1% 97.00
Low 90.83 91.71 0.88 1.0% 92.60
Close 91.44 92.02 0.58 0.6% 93.09
Range 1.92 1.15 -0.77 -40.1% 4.40
ATR 1.66 1.65 -0.02 -1.0% 0.00
Volume 4,996 5,692 696 13.9% 22,520
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 95.65 94.98 92.65
R3 94.50 93.83 92.34
R2 93.35 93.35 92.23
R1 92.68 92.68 92.13 93.02
PP 92.20 92.20 92.20 92.36
S1 91.53 91.53 91.91 91.87
S2 91.05 91.05 91.81
S3 89.90 90.38 91.70
S4 88.75 89.23 91.39
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 107.43 104.66 95.51
R3 103.03 100.26 94.30
R2 98.63 98.63 93.90
R1 95.86 95.86 93.49 95.05
PP 94.23 94.23 94.23 93.82
S1 91.46 91.46 92.69 90.65
S2 89.83 89.83 92.28
S3 85.43 87.06 91.88
S4 81.03 82.66 90.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.30 90.83 3.47 3.8% 1.36 1.5% 34% False False 4,346
10 98.58 90.83 7.75 8.4% 1.53 1.7% 15% False False 4,450
20 107.14 90.83 16.31 17.7% 1.63 1.8% 7% False False 5,226
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 False
Bull Hook False
Stretch 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.75
2.618 95.87
1.618 94.72
1.000 94.01
0.618 93.57
HIGH 92.86
0.618 92.42
0.500 92.29
0.382 92.15
LOW 91.71
0.618 91.00
1.000 90.56
1.618 89.85
2.618 88.70
4.250 86.82
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 92.29 92.37
PP 92.20 92.25
S1 92.11 92.14

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.