NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 94.79 94.56 -0.23 -0.2% 93.66
High 95.04 95.50 0.46 0.5% 95.50
Low 93.41 92.52 -0.89 -1.0% 92.52
Close 94.59 92.65 -1.94 -2.1% 92.65
Range 1.63 2.98 1.35 82.8% 2.98
ATR 1.93 2.00 0.08 3.9% 0.00
Volume 21,861 27,805 5,944 27.2% 119,548
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.50 100.55 94.29
R3 99.52 97.57 93.47
R2 96.54 96.54 93.20
R1 94.59 94.59 92.92 94.08
PP 93.56 93.56 93.56 93.30
S1 91.61 91.61 92.38 91.10
S2 90.58 90.58 92.10
S3 87.60 88.63 91.83
S4 84.62 85.65 91.01
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.50 100.55 94.29
R3 99.52 97.57 93.47
R2 96.54 96.54 93.20
R1 94.59 94.59 92.92 94.08
PP 93.56 93.56 93.56 93.30
S1 91.61 91.61 92.38 91.10
S2 90.58 90.58 92.10
S3 87.60 88.63 91.83
S4 84.62 85.65 91.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.50 92.52 2.98 3.2% 1.69 1.8% 4% True True 23,909
10 95.69 90.76 4.93 5.3% 1.80 1.9% 38% False False 25,752
20 95.69 90.00 5.69 6.1% 1.95 2.1% 47% False False 23,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 108.17
2.618 103.30
1.618 100.32
1.000 98.48
0.618 97.34
HIGH 95.50
0.618 94.36
0.500 94.01
0.382 93.66
LOW 92.52
0.618 90.68
1.000 89.54
1.618 87.70
2.618 84.72
4.250 79.86
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 94.01 94.01
PP 93.56 93.56
S1 93.10 93.10

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.