NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 81.60 80.78 -0.82 -1.0% 86.10
High 81.75 81.33 -0.42 -0.5% 87.11
Low 79.69 80.09 0.40 0.5% 79.19
Close 80.83 81.04 0.21 0.3% 81.32
Range 2.06 1.24 -0.82 -39.8% 7.92
ATR 2.52 2.43 -0.09 -3.6% 0.00
Volume 45,817 27,976 -17,841 -38.9% 250,102
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 84.54 84.03 81.72
R3 83.30 82.79 81.38
R2 82.06 82.06 81.27
R1 81.55 81.55 81.15 81.81
PP 80.82 80.82 80.82 80.95
S1 80.31 80.31 80.93 80.57
S2 79.58 79.58 80.81
S3 78.34 79.07 80.70
S4 77.10 77.83 80.36
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 86.06 79.19 6.87 8.5% 2.53 3.1% 27% False False 52,307
10 87.11 79.19 7.92 9.8% 2.31 2.8% 23% False False 44,359
20 92.02 79.19 12.83 15.8% 2.68 3.3% 14% False False 49,483
40 107.29 79.19 28.10 34.7% 2.37 2.9% 7% False False 48,167
60 107.68 79.19 28.49 35.2% 2.13 2.6% 6% False False 45,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 86.60
2.618 84.58
1.618 83.34
1.000 82.57
0.618 82.10
HIGH 81.33
0.618 80.86
0.500 80.71
0.382 80.56
LOW 80.09
0.618 79.32
1.000 78.85
1.618 78.08
2.618 76.84
4.250 74.82
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 80.93 80.86
PP 80.82 80.68
S1 80.71 80.51

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.