NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 92.33 92.85 0.52 0.6% 90.38
High 92.84 92.92 0.08 0.1% 92.92
Low 91.57 92.01 0.44 0.5% 89.92
Close 92.39 92.27 -0.12 -0.1% 92.27
Range 1.27 0.91 -0.36 -28.3% 3.00
ATR 1.46 1.42 -0.04 -2.7% 0.00
Volume 19,080 15,139 -3,941 -20.7% 51,953
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.13 94.61 92.77
R3 94.22 93.70 92.52
R2 93.31 93.31 92.44
R1 92.79 92.79 92.35 92.60
PP 92.40 92.40 92.40 92.30
S1 91.88 91.88 92.19 91.69
S2 91.49 91.49 92.10
S3 90.58 90.97 92.02
S4 89.67 90.06 91.77
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.70 99.49 93.92
R3 97.70 96.49 93.10
R2 94.70 94.70 92.82
R1 93.49 93.49 92.55 94.10
PP 91.70 91.70 91.70 92.01
S1 90.49 90.49 92.00 91.10
S2 88.70 88.70 91.72
S3 85.70 87.49 91.45
S4 82.70 84.49 90.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.92 89.65 3.27 3.5% 1.30 1.4% 80% True False 14,046
10 92.92 88.32 4.60 5.0% 1.21 1.3% 86% True False 17,795
20 92.92 87.62 5.30 5.7% 1.27 1.4% 88% True False 18,064
40 92.92 86.95 5.97 6.5% 1.53 1.7% 89% True False 14,793
60 95.57 86.95 8.62 9.3% 1.58 1.7% 62% False False 12,255
80 101.54 86.95 14.59 15.8% 1.57 1.7% 36% False False 10,798
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 True
Stretch 0.16
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.79
2.618 95.30
1.618 94.39
1.000 93.83
0.618 93.48
HIGH 92.92
0.618 92.57
0.500 92.47
0.382 92.36
LOW 92.01
0.618 91.45
1.000 91.10
1.618 90.54
2.618 89.63
4.250 88.14
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 92.47 92.11
PP 92.40 91.94
S1 92.34 91.78

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.