NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 97.14 96.06 -1.08 -1.1% 97.64
High 97.42 96.65 -0.77 -0.8% 99.38
Low 95.87 95.13 -0.74 -0.8% 96.45
Close 96.55 95.76 -0.79 -0.8% 97.20
Range 1.55 1.52 -0.03 -1.9% 2.93
ATR 1.85 1.82 -0.02 -1.3% 0.00
Volume 14,290 15,338 1,048 7.3% 79,124
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.41 99.60 96.60
R3 98.89 98.08 96.18
R2 97.37 97.37 96.04
R1 96.56 96.56 95.90 96.21
PP 95.85 95.85 95.85 95.67
S1 95.04 95.04 95.62 94.69
S2 94.33 94.33 95.48
S3 92.81 93.52 95.34
S4 91.29 92.00 94.92
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.47 104.76 98.81
R3 103.54 101.83 98.01
R2 100.61 100.61 97.74
R1 98.90 98.90 97.47 98.29
PP 97.68 97.68 97.68 97.37
S1 95.97 95.97 96.93 95.36
S2 94.75 94.75 96.66
S3 91.82 93.04 96.39
S4 88.89 90.11 95.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.64 95.13 3.51 3.7% 1.79 1.9% 18% False True 14,466
10 99.38 95.13 4.25 4.4% 1.66 1.7% 15% False True 15,493
20 99.38 89.17 10.21 10.7% 1.75 1.8% 65% False False 16,541
40 99.38 85.97 13.41 14.0% 1.83 1.9% 73% False False 13,655
60 99.38 79.69 19.69 20.6% 2.08 2.2% 82% False False 12,313
80 99.38 79.69 19.69 20.6% 1.99 2.1% 82% False False 10,568
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.11
2.618 100.63
1.618 99.11
1.000 98.17
0.618 97.59
HIGH 96.65
0.618 96.07
0.500 95.89
0.382 95.71
LOW 95.13
0.618 94.19
1.000 93.61
1.618 92.67
2.618 91.15
4.250 88.67
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 95.89 96.36
PP 95.85 96.16
S1 95.80 95.96

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.