NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 18-Dec-2012
Day Change Summary
Previous Current
17-Dec-2012 18-Dec-2012 Change Change % Previous Week
Open 86.88 87.45 0.57 0.7% 85.98
High 87.71 88.16 0.45 0.5% 87.68
Low 86.48 87.21 0.73 0.8% 85.21
Close 87.20 87.93 0.73 0.8% 86.73
Range 1.23 0.95 -0.28 -22.8% 2.47
ATR 1.70 1.65 -0.05 -3.1% 0.00
Volume 157,226 93,130 -64,096 -40.8% 1,176,497
Daily Pivots for day following 18-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.62 90.22 88.45
R3 89.67 89.27 88.19
R2 88.72 88.72 88.10
R1 88.32 88.32 88.02 88.52
PP 87.77 87.77 87.77 87.87
S1 87.37 87.37 87.84 87.57
S2 86.82 86.82 87.76
S3 85.87 86.42 87.67
S4 84.92 85.47 87.41
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.95 92.81 88.09
R3 91.48 90.34 87.41
R2 89.01 89.01 87.18
R1 87.87 87.87 86.96 88.44
PP 86.54 86.54 86.54 86.83
S1 85.40 85.40 86.50 85.97
S2 84.07 84.07 86.28
S3 81.60 82.93 86.05
S4 79.13 80.46 85.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.16 85.68 2.48 2.8% 1.24 1.4% 91% True False 199,478
10 89.05 85.21 3.84 4.4% 1.41 1.6% 71% False False 216,198
20 90.33 85.21 5.12 5.8% 1.59 1.8% 53% False False 217,791
40 90.33 84.53 5.80 6.6% 1.85 2.1% 59% False False 166,601
60 94.46 84.53 9.93 11.3% 1.98 2.3% 34% False False 123,364
80 101.19 84.53 16.66 18.9% 2.03 2.3% 20% False False 98,184
100 101.19 84.53 16.66 18.9% 1.98 2.2% 20% False False 81,770
120 101.19 80.68 20.51 23.3% 2.03 2.3% 35% False False 69,905
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.20
2.618 90.65
1.618 89.70
1.000 89.11
0.618 88.75
HIGH 88.16
0.618 87.80
0.500 87.69
0.382 87.57
LOW 87.21
0.618 86.62
1.000 86.26
1.618 85.67
2.618 84.72
4.250 83.17
Fisher Pivots for day following 18-Dec-2012
Pivot 1 day 3 day
R1 87.85 87.66
PP 87.77 87.38
S1 87.69 87.11

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.