NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 87.87 86.39 -1.48 -1.7% 88.85
High 88.23 86.92 -1.31 -1.5% 90.33
Low 85.68 85.77 0.09 0.1% 85.68
Close 86.26 85.93 -0.33 -0.4% 85.93
Range 2.55 1.15 -1.40 -54.9% 4.65
ATR 1.97 1.91 -0.06 -3.0% 0.00
Volume 269,293 244,993 -24,300 -9.0% 1,177,388
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 89.66 88.94 86.56
R3 88.51 87.79 86.25
R2 87.36 87.36 86.14
R1 86.64 86.64 86.04 86.43
PP 86.21 86.21 86.21 86.10
S1 85.49 85.49 85.82 85.28
S2 85.06 85.06 85.72
S3 83.91 84.34 85.61
S4 82.76 83.19 85.30
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.26 98.25 88.49
R3 96.61 93.60 87.21
R2 91.96 91.96 86.78
R1 88.95 88.95 86.36 88.13
PP 87.31 87.31 87.31 86.91
S1 84.30 84.30 85.50 83.48
S2 82.66 82.66 85.08
S3 78.01 79.65 84.65
S4 73.36 75.00 83.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.33 85.68 4.65 5.4% 1.71 2.0% 5% False False 235,477
10 90.33 85.36 4.97 5.8% 1.67 1.9% 11% False False 228,043
20 90.33 84.61 5.72 6.7% 1.84 2.1% 23% False False 217,464
40 93.98 84.53 9.45 11.0% 1.97 2.3% 15% False False 138,863
60 101.19 84.53 16.66 19.4% 2.15 2.5% 8% False False 102,853
80 101.19 84.53 16.66 19.4% 2.05 2.4% 8% False False 81,882
100 101.19 84.53 16.66 19.4% 2.03 2.4% 8% False False 68,272
120 101.19 79.69 21.50 25.0% 2.08 2.4% 29% False False 58,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 91.81
2.618 89.93
1.618 88.78
1.000 88.07
0.618 87.63
HIGH 86.92
0.618 86.48
0.500 86.35
0.382 86.21
LOW 85.77
0.618 85.06
1.000 84.62
1.618 83.91
2.618 82.76
4.250 80.88
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 86.35 87.37
PP 86.21 86.89
S1 86.07 86.41

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.