NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 07-Jan-2013
Day Change Summary
Previous Current
04-Jan-2013 07-Jan-2013 Change Change % Previous Week
Open 92.86 93.21 0.35 0.4% 90.41
High 93.21 93.35 0.14 0.2% 93.87
Low 91.52 92.42 0.90 1.0% 90.00
Close 93.09 93.19 0.10 0.1% 93.09
Range 1.69 0.93 -0.76 -45.0% 3.87
ATR 1.63 1.58 -0.05 -3.1% 0.00
Volume 210,747 166,292 -44,455 -21.1% 723,949
Daily Pivots for day following 07-Jan-2013
Classic Woodie Camarilla DeMark
R4 95.78 95.41 93.70
R3 94.85 94.48 93.45
R2 93.92 93.92 93.36
R1 93.55 93.55 93.28 93.27
PP 92.99 92.99 92.99 92.85
S1 92.62 92.62 93.10 92.34
S2 92.06 92.06 93.02
S3 91.13 91.69 92.93
S4 90.20 90.76 92.68
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 103.93 102.38 95.22
R3 100.06 98.51 94.15
R2 96.19 96.19 93.80
R1 94.64 94.64 93.44 95.42
PP 92.32 92.32 92.32 92.71
S1 90.77 90.77 92.74 91.55
S2 88.45 88.45 92.38
S3 84.58 86.90 92.03
S4 80.71 83.03 90.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.87 90.00 3.87 4.2% 1.55 1.7% 82% False False 178,048
10 93.87 87.96 5.91 6.3% 1.58 1.7% 88% False False 154,487
20 93.87 85.76 8.11 8.7% 1.45 1.6% 92% False False 147,753
40 93.87 85.21 8.66 9.3% 1.63 1.8% 92% False False 99,744
60 94.42 85.16 9.26 9.9% 1.78 1.9% 87% False False 76,668
80 101.53 85.16 16.37 17.6% 1.94 2.1% 49% False False 62,085
100 101.53 85.16 16.37 17.6% 1.87 2.0% 49% False False 51,964
120 101.53 85.16 16.37 17.6% 1.84 2.0% 49% False False 44,604
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.30
2.618 95.78
1.618 94.85
1.000 94.28
0.618 93.92
HIGH 93.35
0.618 92.99
0.500 92.89
0.382 92.78
LOW 92.42
0.618 91.85
1.000 91.49
1.618 90.92
2.618 89.99
4.250 88.47
Fisher Pivots for day following 07-Jan-2013
Pivot 1 day 3 day
R1 93.09 92.94
PP 92.99 92.69
S1 92.89 92.44

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.