NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Jan-2016
Day Change Summary
Previous Current
08-Jan-2016 11-Jan-2016 Change Change % Previous Week
Open 37.62 37.36 -0.26 -0.7% 41.15
High 38.59 37.37 -1.22 -3.2% 42.07
Low 36.85 35.30 -1.55 -4.2% 36.37
Close 37.49 35.75 -1.74 -4.6% 37.49
Range 1.74 2.07 0.33 19.0% 5.70
ATR 1.52 1.57 0.05 3.2% 0.00
Volume 49,732 57,914 8,182 16.5% 213,118
Daily Pivots for day following 11-Jan-2016
Classic Woodie Camarilla DeMark
R4 42.35 41.12 36.89
R3 40.28 39.05 36.32
R2 38.21 38.21 36.13
R1 36.98 36.98 35.94 36.56
PP 36.14 36.14 36.14 35.93
S1 34.91 34.91 35.56 34.49
S2 34.07 34.07 35.37
S3 32.00 32.84 35.18
S4 29.93 30.77 34.61
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 55.74 52.32 40.63
R3 50.04 46.62 39.06
R2 44.34 44.34 38.54
R1 40.92 40.92 38.01 39.78
PP 38.64 38.64 38.64 38.08
S1 35.22 35.22 36.97 34.08
S2 32.94 32.94 36.45
S3 27.24 29.52 35.92
S4 21.54 23.82 34.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.92 35.30 5.62 15.7% 1.86 5.2% 8% False True 47,028
10 42.07 35.30 6.77 18.9% 1.63 4.6% 7% False True 33,355
20 42.30 35.30 7.00 19.6% 1.44 4.0% 6% False True 34,740
40 48.02 35.30 12.72 35.6% 1.46 4.1% 4% False True 34,419
60 52.04 35.30 16.74 46.8% 1.43 4.0% 3% False True 31,517
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 46.17
2.618 42.79
1.618 40.72
1.000 39.44
0.618 38.65
HIGH 37.37
0.618 36.58
0.500 36.34
0.382 36.09
LOW 35.30
0.618 34.02
1.000 33.23
1.618 31.95
2.618 29.88
4.250 26.50
Fisher Pivots for day following 11-Jan-2016
Pivot 1 day 3 day
R1 36.34 36.95
PP 36.14 36.55
S1 35.95 36.15

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.