NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 84.80 85.80 1.00 1.2% 87.94
High 86.30 86.37 0.07 0.1% 88.02
Low 84.26 82.96 -1.30 -1.5% 83.43
Close 85.97 83.41 -2.56 -3.0% 85.88
Range 2.04 3.41 1.37 67.2% 4.59
ATR 2.08 2.18 0.09 4.5% 0.00
Volume 5,433 4,340 -1,093 -20.1% 40,310
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 94.48 92.35 85.29
R3 91.07 88.94 84.35
R2 87.66 87.66 84.04
R1 85.53 85.53 83.72 84.89
PP 84.25 84.25 84.25 83.93
S1 82.12 82.12 83.10 81.48
S2 80.84 80.84 82.78
S3 77.43 78.71 82.47
S4 74.02 75.30 81.53
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 99.55 97.30 88.40
R3 94.96 92.71 87.14
R2 90.37 90.37 86.72
R1 88.12 88.12 86.30 86.95
PP 85.78 85.78 85.78 85.19
S1 83.53 83.53 85.46 82.36
S2 81.19 81.19 85.04
S3 76.60 78.94 84.62
S4 72.01 74.35 83.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.59 82.96 3.63 4.4% 2.18 2.6% 12% False True 5,251
10 88.54 82.96 5.58 6.7% 2.44 2.9% 8% False True 7,534
20 93.53 82.96 10.57 12.7% 2.19 2.6% 4% False True 6,738
40 107.14 82.96 24.18 29.0% 1.88 2.3% 2% False True 5,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.86
2.618 95.30
1.618 91.89
1.000 89.78
0.618 88.48
HIGH 86.37
0.618 85.07
0.500 84.67
0.382 84.26
LOW 82.96
0.618 80.85
1.000 79.55
1.618 77.44
2.618 74.03
4.250 68.47
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 84.67 84.78
PP 84.25 84.32
S1 83.83 83.87

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.