NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 91.28 88.21 -3.07 -3.4% 88.50
High 91.81 88.84 -2.97 -3.2% 90.35
Low 87.76 87.97 0.21 0.2% 88.30
Close 87.87 88.55 0.68 0.8% 88.30
Range 4.05 0.87 -3.18 -78.5% 2.05
ATR 1.60 1.56 -0.05 -2.8% 0.00
Volume 3,497 5,523 2,026 57.9% 14,145
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.06 90.68 89.03
R3 90.19 89.81 88.79
R2 89.32 89.32 88.71
R1 88.94 88.94 88.63 89.13
PP 88.45 88.45 88.45 88.55
S1 88.07 88.07 88.47 88.26
S2 87.58 87.58 88.39
S3 86.71 87.20 88.31
S4 85.84 86.33 88.07
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.13 93.77 89.43
R3 93.08 91.72 88.86
R2 91.03 91.03 88.68
R1 89.67 89.67 88.49 89.33
PP 88.98 88.98 88.98 88.81
S1 87.62 87.62 88.11 87.28
S2 86.93 86.93 87.92
S3 84.88 85.57 87.74
S4 82.83 83.52 87.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.00 87.76 4.24 4.8% 2.17 2.5% 19% False False 3,542
10 92.00 87.76 4.24 4.8% 1.42 1.6% 19% False False 3,298
20 95.43 87.76 7.67 8.7% 1.36 1.5% 10% False False 3,743
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 92.54
2.618 91.12
1.618 90.25
1.000 89.71
0.618 89.38
HIGH 88.84
0.618 88.51
0.500 88.41
0.382 88.30
LOW 87.97
0.618 87.43
1.000 87.10
1.618 86.56
2.618 85.69
4.250 84.27
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 88.50 89.88
PP 88.45 89.44
S1 88.41 88.99

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.