NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 93.28 94.19 0.91 1.0% 91.20
High 94.29 94.22 -0.07 -0.1% 95.40
Low 92.40 93.64 1.24 1.3% 90.50
Close 94.07 94.20 0.13 0.1% 93.97
Range 1.89 0.58 -1.31 -69.3% 4.90
ATR 1.94 1.84 -0.10 -5.0% 0.00
Volume 6,012 7,319 1,307 21.7% 47,411
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 95.76 95.56 94.52
R3 95.18 94.98 94.36
R2 94.60 94.60 94.31
R1 94.40 94.40 94.25 94.50
PP 94.02 94.02 94.02 94.07
S1 93.82 93.82 94.15 93.92
S2 93.44 93.44 94.09
S3 92.86 93.24 94.04
S4 92.28 92.66 93.88
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.99 105.88 96.67
R3 103.09 100.98 95.32
R2 98.19 98.19 94.87
R1 96.08 96.08 94.42 97.14
PP 93.29 93.29 93.29 93.82
S1 91.18 91.18 93.52 92.24
S2 88.39 88.39 93.07
S3 83.49 86.28 92.62
S4 78.59 81.38 91.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.40 92.40 3.00 3.2% 1.45 1.5% 60% False False 9,003
10 95.40 89.75 5.65 6.0% 2.07 2.2% 79% False False 7,882
20 97.40 89.75 7.65 8.1% 1.89 2.0% 58% False False 7,209
40 101.50 89.75 11.75 12.5% 1.66 1.8% 38% False False 7,623
60 101.50 89.34 12.16 12.9% 1.48 1.6% 40% False False 6,521
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 95.74
1.618 95.16
1.000 94.80
0.618 94.58
HIGH 94.22
0.618 94.00
0.500 93.93
0.382 93.86
LOW 93.64
0.618 93.28
1.000 93.06
1.618 92.70
2.618 92.12
4.250 91.18
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 94.11 93.98
PP 94.02 93.75
S1 93.93 93.53

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.