NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 86.61 86.45 -0.16 -0.2% 81.36
High 86.61 89.97 3.36 3.9% 87.35
Low 84.24 86.17 1.93 2.3% 79.69
Close 85.86 89.62 3.76 4.4% 87.13
Range 2.37 3.80 1.43 60.3% 7.66
ATR 2.56 2.67 0.11 4.3% 0.00
Volume 11,780 9,204 -2,576 -21.9% 50,438
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.99 98.60 91.71
R3 96.19 94.80 90.67
R2 92.39 92.39 90.32
R1 91.00 91.00 89.97 91.70
PP 88.59 88.59 88.59 88.93
S1 87.20 87.20 89.27 87.90
S2 84.79 84.79 88.92
S3 80.99 83.40 88.58
S4 77.19 79.60 87.53
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.70 105.08 91.34
R3 100.04 97.42 89.24
R2 92.38 92.38 88.53
R1 89.76 89.76 87.83 91.07
PP 84.72 84.72 84.72 85.38
S1 82.10 82.10 86.43 83.41
S2 77.06 77.06 85.73
S3 69.40 74.44 85.02
S4 61.74 66.78 82.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.97 79.69 10.28 11.5% 3.48 3.9% 97% True False 10,653
10 89.97 79.69 10.28 11.5% 2.83 3.2% 97% True False 10,838
20 89.97 79.69 10.28 11.5% 2.55 2.9% 97% True False 9,263
40 99.13 79.69 19.44 21.7% 2.15 2.4% 51% False False 7,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.12
2.618 99.92
1.618 96.12
1.000 93.77
0.618 92.32
HIGH 89.97
0.618 88.52
0.500 88.07
0.382 87.62
LOW 86.17
0.618 83.82
1.000 82.37
1.618 80.02
2.618 76.22
4.250 70.02
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 89.10 88.19
PP 88.59 86.76
S1 88.07 85.33

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.