NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 97.74 97.71 -0.03 0.0% 97.73
High 98.13 98.75 0.62 0.6% 99.00
Low 97.00 97.71 0.71 0.7% 95.67
Close 98.12 98.67 0.55 0.6% 97.93
Range 1.13 1.04 -0.09 -8.0% 3.33
ATR 1.75 1.70 -0.05 -2.9% 0.00
Volume 10,400 20,709 10,309 99.1% 52,141
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 101.50 101.12 99.24
R3 100.46 100.08 98.96
R2 99.42 99.42 98.86
R1 99.04 99.04 98.77 99.23
PP 98.38 98.38 98.38 98.47
S1 98.00 98.00 98.57 98.19
S2 97.34 97.34 98.48
S3 96.30 96.96 98.38
S4 95.26 95.92 98.10
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.52 106.06 99.76
R3 104.19 102.73 98.85
R2 100.86 100.86 98.54
R1 99.40 99.40 98.24 100.13
PP 97.53 97.53 97.53 97.90
S1 96.07 96.07 97.62 96.80
S2 94.20 94.20 97.32
S3 90.87 92.74 97.01
S4 87.54 89.41 96.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 95.67 3.33 3.4% 1.73 1.7% 90% False False 14,261
10 99.00 95.50 3.50 3.5% 1.61 1.6% 91% False False 11,866
20 99.63 94.63 5.00 5.1% 1.58 1.6% 81% False False 10,971
40 99.63 88.66 10.97 11.1% 1.65 1.7% 91% False False 9,326
60 99.63 80.09 19.54 19.8% 1.84 1.9% 95% False False 8,068
80 99.63 80.09 19.54 19.8% 1.67 1.7% 95% False False 6,991
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.43
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 103.17
2.618 101.47
1.618 100.43
1.000 99.79
0.618 99.39
HIGH 98.75
0.618 98.35
0.500 98.23
0.382 98.11
LOW 97.71
0.618 97.07
1.000 96.67
1.618 96.03
2.618 94.99
4.250 93.29
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 98.52 98.18
PP 98.38 97.70
S1 98.23 97.21

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.