NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 90.90 92.94 2.04 2.2% 89.79
High 91.07 93.16 2.09 2.3% 92.33
Low 90.90 92.74 1.84 2.0% 89.70
Close 91.07 93.08 2.01 2.2% 91.08
Range 0.17 0.42 0.25 147.1% 2.63
ATR 0.95 1.03 0.08 8.5% 0.00
Volume 3,206 936 -2,270 -70.8% 19,039
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.25 94.09 93.31
R3 93.83 93.67 93.20
R2 93.41 93.41 93.16
R1 93.25 93.25 93.12 93.33
PP 92.99 92.99 92.99 93.04
S1 92.83 92.83 93.04 92.91
S2 92.57 92.57 93.00
S3 92.15 92.41 92.96
S4 91.73 91.99 92.85
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.93 97.63 92.53
R3 96.30 95.00 91.80
R2 93.67 93.67 91.56
R1 92.37 92.37 91.32 93.02
PP 91.04 91.04 91.04 91.36
S1 89.74 89.74 90.84 90.39
S2 88.41 88.41 90.60
S3 85.78 87.11 90.36
S4 83.15 84.48 89.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.16 90.88 2.28 2.4% 0.59 0.6% 96% True False 3,051
10 93.16 88.72 4.44 4.8% 0.59 0.6% 98% True False 3,806
20 93.16 88.72 4.44 4.8% 0.69 0.7% 98% True False 3,578
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.95
2.618 94.26
1.618 93.84
1.000 93.58
0.618 93.42
HIGH 93.16
0.618 93.00
0.500 92.95
0.382 92.90
LOW 92.74
0.618 92.48
1.000 92.32
1.618 92.06
2.618 91.64
4.250 90.96
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 93.04 92.73
PP 92.99 92.38
S1 92.95 92.03

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.