NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 78.91 85.18 6.27 7.9% 80.47
High 85.74 85.42 -0.32 -0.4% 85.74
Low 78.69 82.50 3.81 4.8% 77.70
Close 85.37 84.15 -1.22 -1.4% 85.37
Range 7.05 2.92 -4.13 -58.6% 8.04
ATR 2.95 2.95 0.00 -0.1% 0.00
Volume 61,777 103,185 41,408 67.0% 271,869
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.78 91.39 85.76
R3 89.86 88.47 84.95
R2 86.94 86.94 84.69
R1 85.55 85.55 84.42 84.79
PP 84.02 84.02 84.02 83.64
S1 82.63 82.63 83.88 81.87
S2 81.10 81.10 83.61
S3 78.18 79.71 83.35
S4 75.26 76.79 82.54
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.06 104.25 89.79
R3 99.02 96.21 87.58
R2 90.98 90.98 86.84
R1 88.17 88.17 86.11 89.58
PP 82.94 82.94 82.94 83.64
S1 80.13 80.13 84.63 81.54
S2 74.90 74.90 83.90
S3 66.86 72.09 83.16
S4 58.82 64.05 80.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.74 77.70 8.04 9.6% 3.39 4.0% 80% False False 64,922
10 85.74 77.70 8.04 9.6% 3.16 3.8% 80% False False 60,277
20 87.62 77.70 9.92 11.8% 2.91 3.5% 65% False False 53,154
40 99.10 77.70 21.40 25.4% 2.58 3.1% 30% False False 41,631
60 107.12 77.70 29.42 35.0% 2.31 2.7% 22% False False 37,058
80 109.84 77.70 32.14 38.2% 2.19 2.6% 20% False False 32,534
100 110.87 77.70 33.17 39.4% 2.07 2.5% 19% False False 29,723
120 110.87 77.70 33.17 39.4% 1.99 2.4% 19% False False 26,558
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.83
2.618 93.06
1.618 90.14
1.000 88.34
0.618 87.22
HIGH 85.42
0.618 84.30
0.500 83.96
0.382 83.62
LOW 82.50
0.618 80.70
1.000 79.58
1.618 77.78
2.618 74.86
4.250 70.09
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 84.09 83.34
PP 84.02 82.53
S1 83.96 81.72

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.