NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 50.79 49.84 -0.95 -1.9% 50.11
High 51.11 50.86 -0.25 -0.5% 50.45
Low 49.04 49.77 0.73 1.5% 46.94
Close 49.78 50.76 0.98 2.0% 49.09
Range 2.07 1.09 -0.98 -47.3% 3.51
ATR 1.53 1.50 -0.03 -2.0% 0.00
Volume 147,669 95,559 -52,110 -35.3% 411,040
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.73 53.34 51.36
R3 52.64 52.25 51.06
R2 51.55 51.55 50.96
R1 51.16 51.16 50.86 51.36
PP 50.46 50.46 50.46 50.56
S1 50.07 50.07 50.66 50.27
S2 49.37 49.37 50.56
S3 48.28 48.98 50.46
S4 47.19 47.89 50.16
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.36 57.73 51.02
R3 55.85 54.22 50.06
R2 52.34 52.34 49.73
R1 50.71 50.71 49.41 49.77
PP 48.83 48.83 48.83 48.36
S1 47.20 47.20 48.77 46.26
S2 45.32 45.32 48.45
S3 41.81 43.69 48.12
S4 38.30 40.18 47.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.11 46.94 4.17 8.2% 1.70 3.3% 92% False False 95,732
10 51.84 46.94 4.90 9.7% 1.54 3.0% 78% False False 91,572
20 52.73 46.94 5.79 11.4% 1.38 2.7% 66% False False 77,194
40 52.73 44.53 8.20 16.2% 1.44 2.8% 76% False False 59,934
60 52.73 38.67 14.06 27.7% 1.50 3.0% 86% False False 52,230
80 52.73 38.62 14.11 27.8% 1.46 2.9% 86% False False 46,376
100 52.73 34.69 18.04 35.5% 1.52 3.0% 89% False False 42,215
120 52.73 32.85 19.88 39.2% 1.57 3.1% 90% False False 37,672
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 55.49
2.618 53.71
1.618 52.62
1.000 51.95
0.618 51.53
HIGH 50.86
0.618 50.44
0.500 50.32
0.382 50.19
LOW 49.77
0.618 49.10
1.000 48.68
1.618 48.01
2.618 46.92
4.250 45.14
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 50.61 50.53
PP 50.46 50.30
S1 50.32 50.08

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.