NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 87.30 89.15 1.85 2.1% 86.61
High 89.80 89.19 -0.61 -0.7% 87.39
Low 87.11 86.17 -0.94 -1.1% 85.10
Close 89.28 86.75 -2.53 -2.8% 86.92
Range 2.69 3.02 0.33 12.3% 2.29
ATR 2.16 2.23 0.07 3.1% 0.00
Volume 247,078 322,630 75,552 30.6% 1,070,193
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.43 94.61 88.41
R3 93.41 91.59 87.58
R2 90.39 90.39 87.30
R1 88.57 88.57 87.03 87.97
PP 87.37 87.37 87.37 87.07
S1 85.55 85.55 86.47 84.95
S2 84.35 84.35 86.20
S3 81.33 82.53 85.92
S4 78.31 79.51 85.09
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.34 92.42 88.18
R3 91.05 90.13 87.55
R2 88.76 88.76 87.34
R1 87.84 87.84 87.13 88.30
PP 86.47 86.47 86.47 86.70
S1 85.55 85.55 86.71 86.01
S2 84.18 84.18 86.50
S3 81.89 83.26 86.29
S4 79.60 80.97 85.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.80 85.10 4.70 5.4% 2.30 2.7% 35% False False 262,402
10 89.80 84.53 5.27 6.1% 2.29 2.6% 42% False False 192,933
20 89.80 84.53 5.27 6.1% 2.09 2.4% 42% False False 129,114
40 94.46 84.53 9.93 11.4% 2.19 2.5% 22% False False 83,682
60 101.19 84.53 16.66 19.2% 2.17 2.5% 13% False False 63,460
80 101.19 84.53 16.66 19.2% 2.10 2.4% 13% False False 51,662
100 101.19 84.24 16.95 19.5% 2.08 2.4% 15% False False 43,436
120 101.19 79.69 21.50 24.8% 2.14 2.5% 33% False False 37,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.03
2.618 97.10
1.618 94.08
1.000 92.21
0.618 91.06
HIGH 89.19
0.618 88.04
0.500 87.68
0.382 87.32
LOW 86.17
0.618 84.30
1.000 83.15
1.618 81.28
2.618 78.26
4.250 73.34
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 87.68 87.61
PP 87.37 87.32
S1 87.06 87.04

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.