NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 87.66 88.85 1.19 1.4% 88.21
High 88.99 90.33 1.34 1.5% 88.99
Low 87.47 88.66 1.19 1.4% 85.36
Close 88.91 89.09 0.18 0.2% 88.91
Range 1.52 1.67 0.15 9.9% 3.63
ATR 2.00 1.97 -0.02 -1.2% 0.00
Volume 216,206 235,987 19,781 9.1% 1,103,043
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.37 93.40 90.01
R3 92.70 91.73 89.55
R2 91.03 91.03 89.40
R1 90.06 90.06 89.24 90.55
PP 89.36 89.36 89.36 89.60
S1 88.39 88.39 88.94 88.88
S2 87.69 87.69 88.78
S3 86.02 86.72 88.63
S4 84.35 85.05 88.17
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.64 97.41 90.91
R3 95.01 93.78 89.91
R2 91.38 91.38 89.58
R1 90.15 90.15 89.24 90.77
PP 87.75 87.75 87.75 88.06
S1 86.52 86.52 88.58 87.14
S2 84.12 84.12 88.24
S3 80.49 82.89 87.91
S4 76.86 79.26 86.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.33 85.36 4.97 5.6% 1.75 2.0% 75% True False 236,487
10 90.33 85.36 4.97 5.6% 1.88 2.1% 75% True False 223,466
20 90.33 84.53 5.80 6.5% 2.06 2.3% 79% True False 189,108
40 94.46 84.53 9.93 11.1% 2.04 2.3% 46% False False 119,781
60 101.19 84.53 16.66 18.7% 2.13 2.4% 27% False False 88,676
80 101.19 84.53 16.66 18.7% 2.05 2.3% 27% False False 70,931
100 101.19 84.53 16.66 18.7% 2.02 2.3% 27% False False 59,281
120 101.19 79.69 21.50 24.1% 2.09 2.3% 44% False False 50,983
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.43
2.618 94.70
1.618 93.03
1.000 92.00
0.618 91.36
HIGH 90.33
0.618 89.69
0.500 89.50
0.382 89.30
LOW 88.66
0.618 87.63
1.000 86.99
1.618 85.96
2.618 84.29
4.250 81.56
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 89.50 88.87
PP 89.36 88.66
S1 89.23 88.44

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.