NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 94.57 94.56 -0.01 0.0% 91.25
High 95.02 94.56 -0.46 -0.5% 95.57
Low 94.12 93.30 -0.82 -0.9% 90.78
Close 94.56 94.44 -0.12 -0.1% 94.21
Range 0.90 1.26 0.36 40.0% 4.79
ATR 1.62 1.59 -0.03 -1.6% 0.00
Volume 4,431 9,404 4,973 112.2% 41,919
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.88 97.42 95.13
R3 96.62 96.16 94.79
R2 95.36 95.36 94.67
R1 94.90 94.90 94.56 94.50
PP 94.10 94.10 94.10 93.90
S1 93.64 93.64 94.32 93.24
S2 92.84 92.84 94.21
S3 91.58 92.38 94.09
S4 90.32 91.12 93.75
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.89 105.84 96.84
R3 103.10 101.05 95.53
R2 98.31 98.31 95.09
R1 96.26 96.26 94.65 97.29
PP 93.52 93.52 93.52 94.03
S1 91.47 91.47 93.77 92.50
S2 88.73 88.73 93.33
S3 83.94 86.68 92.89
S4 79.15 81.89 91.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.02 92.48 2.54 2.7% 1.09 1.2% 77% False False 6,354
10 95.57 90.78 4.79 5.1% 1.42 1.5% 76% False False 7,118
20 95.57 90.23 5.34 5.7% 1.51 1.6% 79% False False 5,818
40 101.54 90.23 11.31 12.0% 1.44 1.5% 37% False False 6,175
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.92
2.618 97.86
1.618 96.60
1.000 95.82
0.618 95.34
HIGH 94.56
0.618 94.08
0.500 93.93
0.382 93.78
LOW 93.30
0.618 92.52
1.000 92.04
1.618 91.26
2.618 90.00
4.250 87.95
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 94.27 94.35
PP 94.10 94.25
S1 93.93 94.16

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.