NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 87.89 88.17 0.28 0.3% 91.13
High 88.51 89.60 1.09 1.2% 92.37
Low 87.62 88.17 0.55 0.6% 88.14
Close 88.11 88.96 0.85 1.0% 88.31
Range 0.89 1.43 0.54 60.7% 4.23
ATR 1.57 1.56 -0.01 -0.4% 0.00
Volume 15,542 16,697 1,155 7.4% 83,524
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.20 92.51 89.75
R3 91.77 91.08 89.35
R2 90.34 90.34 89.22
R1 89.65 89.65 89.09 90.00
PP 88.91 88.91 88.91 89.08
S1 88.22 88.22 88.83 88.57
S2 87.48 87.48 88.70
S3 86.05 86.79 88.57
S4 84.62 85.36 88.17
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.30 99.53 90.64
R3 98.07 95.30 89.47
R2 93.84 93.84 89.09
R1 91.07 91.07 88.70 90.34
PP 89.61 89.61 89.61 89.24
S1 86.84 86.84 87.92 86.11
S2 85.38 85.38 87.53
S3 81.15 82.61 87.15
S4 76.92 78.38 85.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.59 87.62 2.97 3.3% 1.41 1.6% 45% False False 17,229
10 92.37 87.62 4.75 5.3% 1.41 1.6% 28% False False 16,606
20 92.37 87.50 4.87 5.5% 1.50 1.7% 30% False False 13,907
40 95.26 86.95 8.31 9.3% 1.66 1.9% 24% False False 11,532
60 97.20 86.95 10.25 11.5% 1.66 1.9% 20% False False 9,617
80 101.54 86.95 14.59 16.4% 1.54 1.7% 14% False False 8,771
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 95.68
2.618 93.34
1.618 91.91
1.000 91.03
0.618 90.48
HIGH 89.60
0.618 89.05
0.500 88.89
0.382 88.72
LOW 88.17
0.618 87.29
1.000 86.74
1.618 85.86
2.618 84.43
4.250 82.09
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 88.94 88.84
PP 88.91 88.73
S1 88.89 88.61

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.