NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 102.00 102.00 0.00 0.0% 103.03
High 102.91 102.93 0.02 0.0% 104.10
Low 100.85 101.09 0.24 0.2% 98.89
Close 101.44 101.38 -0.06 -0.1% 99.66
Range 2.06 1.84 -0.22 -10.7% 5.21
ATR 2.31 2.28 -0.03 -1.5% 0.00
Volume 51,870 45,818 -6,052 -11.7% 218,682
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.32 106.19 102.39
R3 105.48 104.35 101.89
R2 103.64 103.64 101.72
R1 102.51 102.51 101.55 102.16
PP 101.80 101.80 101.80 101.62
S1 100.67 100.67 101.21 100.32
S2 99.96 99.96 101.04
S3 98.12 98.83 100.87
S4 96.28 96.99 100.37
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 116.51 113.30 102.53
R3 111.30 108.09 101.09
R2 106.09 106.09 100.62
R1 102.88 102.88 100.14 101.88
PP 100.88 100.88 100.88 100.39
S1 97.67 97.67 99.18 96.67
S2 95.67 95.67 98.70
S3 90.46 92.46 98.23
S4 85.25 87.25 96.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.84 98.89 4.95 4.9% 2.56 2.5% 50% False False 48,082
10 104.32 98.89 5.43 5.4% 2.22 2.2% 46% False False 45,767
20 104.32 94.81 9.51 9.4% 2.07 2.0% 69% False False 34,352
40 104.32 93.40 10.92 10.8% 2.22 2.2% 73% False False 33,134
60 104.32 87.62 16.70 16.5% 2.36 2.3% 82% False False 33,659
80 104.32 76.65 27.67 27.3% 2.49 2.5% 89% False False 30,846
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.75
2.618 107.75
1.618 105.91
1.000 104.77
0.618 104.07
HIGH 102.93
0.618 102.23
0.500 102.01
0.382 101.79
LOW 101.09
0.618 99.95
1.000 99.25
1.618 98.11
2.618 96.27
4.250 93.27
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 102.01 101.37
PP 101.80 101.35
S1 101.59 101.34

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.