NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 93.32 92.71 -0.61 -0.7% 90.89
High 93.36 93.73 0.37 0.4% 93.36
Low 92.55 92.00 -0.55 -0.6% 90.61
Close 92.84 93.70 0.86 0.9% 92.84
Range 0.81 1.73 0.92 113.6% 2.75
ATR 1.21 1.25 0.04 3.0% 0.00
Volume 8,902 6,508 -2,394 -26.9% 25,448
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.33 97.75 94.65
R3 96.60 96.02 94.18
R2 94.87 94.87 94.02
R1 94.29 94.29 93.86 94.58
PP 93.14 93.14 93.14 93.29
S1 92.56 92.56 93.54 92.85
S2 91.41 91.41 93.38
S3 89.68 90.83 93.22
S4 87.95 89.10 92.75
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.52 99.43 94.35
R3 97.77 96.68 93.60
R2 95.02 95.02 93.34
R1 93.93 93.93 93.09 94.48
PP 92.27 92.27 92.27 92.54
S1 91.18 91.18 92.59 91.73
S2 89.52 89.52 92.34
S3 86.77 88.43 92.08
S4 84.02 85.68 91.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.73 90.61 3.12 3.3% 0.97 1.0% 99% True False 6,391
10 93.73 89.54 4.19 4.5% 1.01 1.1% 99% True False 6,993
20 93.73 88.48 5.25 5.6% 1.00 1.1% 99% True False 6,439
40 93.73 87.76 5.97 6.4% 1.22 1.3% 99% True False 5,314
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 101.08
2.618 98.26
1.618 96.53
1.000 95.46
0.618 94.80
HIGH 93.73
0.618 93.07
0.500 92.87
0.382 92.66
LOW 92.00
0.618 90.93
1.000 90.27
1.618 89.20
2.618 87.47
4.250 84.65
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 93.42 93.42
PP 93.14 93.14
S1 92.87 92.87

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.