NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 82.84 79.85 -2.99 -3.6% 86.10
High 82.84 81.82 -1.02 -1.2% 87.11
Low 79.61 79.19 -0.42 -0.5% 79.19
Close 79.83 81.32 1.49 1.9% 81.32
Range 3.23 2.63 -0.60 -18.6% 7.92
ATR 2.55 2.56 0.01 0.2% 0.00
Volume 83,575 64,035 -19,540 -23.4% 250,102
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 88.67 87.62 82.77
R3 86.04 84.99 82.04
R2 83.41 83.41 81.80
R1 82.36 82.36 81.56 82.89
PP 80.78 80.78 80.78 81.04
S1 79.73 79.73 81.08 80.26
S2 78.15 78.15 80.84
S3 75.52 77.10 80.60
S4 72.89 74.47 79.87
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.30 101.73 85.68
R3 98.38 93.81 83.50
R2 90.46 90.46 82.77
R1 85.89 85.89 82.05 84.22
PP 82.54 82.54 82.54 81.70
S1 77.97 77.97 80.59 76.30
S2 74.62 74.62 79.87
S3 66.70 70.05 79.14
S4 58.78 62.13 76.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.11 79.19 7.92 9.7% 2.99 3.7% 27% False True 50,020
10 88.20 79.19 9.01 11.1% 2.76 3.4% 24% False True 47,316
20 93.44 79.19 14.25 17.5% 2.66 3.3% 15% False True 48,515
40 107.29 79.19 28.10 34.6% 2.34 2.9% 8% False True 47,959
60 107.81 79.19 28.62 35.2% 2.15 2.6% 7% False True 46,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.00
2.618 88.71
1.618 86.08
1.000 84.45
0.618 83.45
HIGH 81.82
0.618 80.82
0.500 80.51
0.382 80.19
LOW 79.19
0.618 77.56
1.000 76.56
1.618 74.93
2.618 72.30
4.250 68.01
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 81.05 82.63
PP 80.78 82.19
S1 80.51 81.76

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.