NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 30-Mar-2016
Day Change Summary
Previous Current
29-Mar-2016 30-Mar-2016 Change Change % Previous Week
Open 40.44 39.83 -0.61 -1.5% 41.93
High 40.61 41.07 0.46 1.1% 42.88
Low 39.13 39.48 0.35 0.9% 39.50
Close 39.51 39.66 0.15 0.4% 40.63
Range 1.48 1.59 0.11 7.4% 3.38
ATR 1.62 1.62 0.00 -0.1% 0.00
Volume 114,210 136,570 22,360 19.6% 553,388
Daily Pivots for day following 30-Mar-2016
Classic Woodie Camarilla DeMark
R4 44.84 43.84 40.53
R3 43.25 42.25 40.10
R2 41.66 41.66 39.95
R1 40.66 40.66 39.81 40.37
PP 40.07 40.07 40.07 39.92
S1 39.07 39.07 39.51 38.78
S2 38.48 38.48 39.37
S3 36.89 37.48 39.22
S4 35.30 35.89 38.79
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 51.14 49.27 42.49
R3 47.76 45.89 41.56
R2 44.38 44.38 41.25
R1 42.51 42.51 40.94 41.76
PP 41.00 41.00 41.00 40.63
S1 39.13 39.13 40.32 38.38
S2 37.62 37.62 40.01
S3 34.24 35.75 39.70
S4 30.86 32.37 38.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.29 39.13 3.16 8.0% 1.46 3.7% 17% False False 119,886
10 43.17 39.13 4.04 10.2% 1.43 3.6% 13% False False 130,401
20 43.17 36.47 6.70 16.9% 1.50 3.8% 48% False False 118,102
40 43.17 32.10 11.07 27.9% 1.75 4.4% 68% False False 109,254
60 43.17 30.79 12.38 31.2% 1.88 4.7% 72% False False 95,319
80 46.54 30.79 15.75 39.7% 1.75 4.4% 56% False False 80,453
100 52.04 30.79 21.25 53.6% 1.68 4.2% 42% False False 69,874
120 53.77 30.79 22.98 57.9% 1.65 4.1% 39% False False 62,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 47.83
2.618 45.23
1.618 43.64
1.000 42.66
0.618 42.05
HIGH 41.07
0.618 40.46
0.500 40.28
0.382 40.09
LOW 39.48
0.618 38.50
1.000 37.89
1.618 36.91
2.618 35.32
4.250 32.72
Fisher Pivots for day following 30-Mar-2016
Pivot 1 day 3 day
R1 40.28 40.21
PP 40.07 40.02
S1 39.87 39.84

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.