NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 96.99 93.42 -3.57 -3.7% 98.06
High 97.58 94.35 -3.23 -3.3% 101.78
Low 92.73 92.46 -0.27 -0.3% 97.43
Close 93.42 93.74 0.32 0.3% 100.45
Range 4.85 1.89 -2.96 -61.0% 4.35
ATR 2.07 2.06 -0.01 -0.6% 0.00
Volume 8,519 21,312 12,793 150.2% 86,721
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 99.19 98.35 94.78
R3 97.30 96.46 94.26
R2 95.41 95.41 94.09
R1 94.57 94.57 93.91 94.99
PP 93.52 93.52 93.52 93.73
S1 92.68 92.68 93.57 93.10
S2 91.63 91.63 93.39
S3 89.74 90.79 93.22
S4 87.85 88.90 92.70
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 112.94 111.04 102.84
R3 108.59 106.69 101.65
R2 104.24 104.24 101.25
R1 102.34 102.34 100.85 103.29
PP 99.89 99.89 99.89 100.36
S1 97.99 97.99 100.05 98.94
S2 95.54 95.54 99.65
S3 91.19 93.64 99.25
S4 86.84 89.29 98.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.78 92.46 9.32 9.9% 2.94 3.1% 14% False True 20,375
10 101.78 92.46 9.32 9.9% 2.20 2.3% 14% False True 18,636
20 101.78 92.46 9.32 9.9% 2.01 2.1% 14% False True 16,318
40 101.78 89.39 12.39 13.2% 1.73 1.9% 35% False False 13,591
60 101.78 80.62 21.16 22.6% 1.84 2.0% 62% False False 11,214
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.38
2.618 99.30
1.618 97.41
1.000 96.24
0.618 95.52
HIGH 94.35
0.618 93.63
0.500 93.41
0.382 93.18
LOW 92.46
0.618 91.29
1.000 90.57
1.618 89.40
2.618 87.51
4.250 84.43
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 93.63 95.40
PP 93.52 94.85
S1 93.41 94.29

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.