NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 93.63 92.89 -0.74 -0.8% 94.22
High 94.04 94.83 0.79 0.8% 94.39
Low 93.00 92.89 -0.11 -0.1% 90.58
Close 93.76 94.04 0.28 0.3% 93.76
Range 1.04 1.94 0.90 86.5% 3.81
ATR 1.98 1.97 0.00 -0.1% 0.00
Volume 12,253 12,960 707 5.8% 76,902
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.74 98.83 95.11
R3 97.80 96.89 94.57
R2 95.86 95.86 94.40
R1 94.95 94.95 94.22 95.41
PP 93.92 93.92 93.92 94.15
S1 93.01 93.01 93.86 93.47
S2 91.98 91.98 93.68
S3 90.04 91.07 93.51
S4 88.10 89.13 92.97
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.34 102.86 95.86
R3 100.53 99.05 94.81
R2 96.72 96.72 94.46
R1 95.24 95.24 94.11 94.08
PP 92.91 92.91 92.91 92.33
S1 91.43 91.43 93.41 90.27
S2 89.10 89.10 93.06
S3 85.29 87.62 92.71
S4 81.48 83.81 91.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 90.58 4.25 4.5% 1.93 2.1% 81% True False 13,056
10 98.34 90.58 7.76 8.3% 2.08 2.2% 45% False False 15,001
20 101.78 90.58 11.20 11.9% 2.04 2.2% 31% False False 16,689
40 101.78 90.58 11.20 11.9% 1.72 1.8% 31% False False 14,798
60 101.78 86.75 15.03 16.0% 1.71 1.8% 49% False False 12,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.08
2.618 99.91
1.618 97.97
1.000 96.77
0.618 96.03
HIGH 94.83
0.618 94.09
0.500 93.86
0.382 93.63
LOW 92.89
0.618 91.69
1.000 90.95
1.618 89.75
2.618 87.81
4.250 84.65
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 93.98 93.77
PP 93.92 93.50
S1 93.86 93.24

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.