NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 102.43 101.19 -1.24 -1.2% 99.75
High 102.64 103.19 0.55 0.5% 103.90
Low 100.78 98.73 -2.05 -2.0% 99.75
Close 101.09 99.31 -1.78 -1.8% 101.78
Range 1.86 4.46 2.60 139.8% 4.15
ATR 2.35 2.51 0.15 6.4% 0.00
Volume 129,190 112,672 -16,518 -12.8% 320,939
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.79 111.01 101.76
R3 109.33 106.55 100.54
R2 104.87 104.87 100.13
R1 102.09 102.09 99.72 101.25
PP 100.41 100.41 100.41 99.99
S1 97.63 97.63 98.90 96.79
S2 95.95 95.95 98.49
S3 91.49 93.17 98.08
S4 87.03 88.71 96.86
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 114.26 112.17 104.06
R3 110.11 108.02 102.92
R2 105.96 105.96 102.54
R1 103.87 103.87 102.16 104.92
PP 101.81 101.81 101.81 102.33
S1 99.72 99.72 101.40 100.77
S2 97.66 97.66 101.02
S3 93.51 95.57 100.64
S4 89.36 91.42 99.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.60 98.73 4.87 4.9% 2.45 2.5% 12% False True 106,213
10 103.90 98.45 5.45 5.5% 2.33 2.3% 16% False False 86,892
20 103.90 92.95 10.95 11.0% 2.44 2.5% 58% False False 66,256
40 103.90 92.95 10.95 11.0% 2.57 2.6% 58% False False 56,892
60 103.90 84.69 19.21 19.3% 2.61 2.6% 76% False False 49,113
80 103.90 75.90 28.00 28.2% 2.72 2.7% 84% False False 41,379
100 103.90 75.90 28.00 28.2% 2.65 2.7% 84% False False 35,677
120 103.90 75.90 28.00 28.2% 2.74 2.8% 84% False False 31,111
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 0.47
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 122.15
2.618 114.87
1.618 110.41
1.000 107.65
0.618 105.95
HIGH 103.19
0.618 101.49
0.500 100.96
0.382 100.43
LOW 98.73
0.618 95.97
1.000 94.27
1.618 91.51
2.618 87.05
4.250 79.78
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 100.96 101.17
PP 100.41 100.55
S1 99.86 99.93

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.