NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 98.13 98.07 -0.06 -0.1% 97.56
High 99.07 99.56 0.49 0.5% 98.52
Low 97.40 97.58 0.18 0.2% 95.19
Close 98.08 99.27 1.19 1.2% 97.50
Range 1.67 1.98 0.31 18.6% 3.33
ATR 1.83 1.84 0.01 0.6% 0.00
Volume 19,901 20,950 1,049 5.3% 88,499
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.74 103.99 100.36
R3 102.76 102.01 99.81
R2 100.78 100.78 99.63
R1 100.03 100.03 99.45 100.41
PP 98.80 98.80 98.80 98.99
S1 98.05 98.05 99.09 98.43
S2 96.82 96.82 98.91
S3 94.84 96.07 98.73
S4 92.86 94.09 98.18
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.06 105.61 99.33
R3 103.73 102.28 98.42
R2 100.40 100.40 98.11
R1 98.95 98.95 97.81 98.01
PP 97.07 97.07 97.07 96.60
S1 95.62 95.62 97.19 94.68
S2 93.74 93.74 96.89
S3 90.41 92.29 96.58
S4 87.08 88.96 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.56 95.19 4.37 4.4% 1.68 1.7% 93% True False 23,196
10 99.56 95.13 4.43 4.5% 1.85 1.9% 93% True False 21,373
20 99.56 95.13 4.43 4.5% 1.76 1.8% 93% True False 18,970
40 99.56 88.25 11.31 11.4% 1.84 1.9% 97% True False 16,399
60 99.56 79.69 19.87 20.0% 2.01 2.0% 99% True False 14,436
80 99.56 79.69 19.87 20.0% 2.03 2.0% 99% True False 12,506
100 107.14 79.69 27.45 27.7% 1.93 1.9% 71% False False 11,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.98
2.618 104.74
1.618 102.76
1.000 101.54
0.618 100.78
HIGH 99.56
0.618 98.80
0.500 98.57
0.382 98.34
LOW 97.58
0.618 96.36
1.000 95.60
1.618 94.38
2.618 92.40
4.250 89.17
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 99.04 98.99
PP 98.80 98.72
S1 98.57 98.44

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.