NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 48.48 47.22 -1.26 -2.6% 49.48
High 48.63 48.88 0.25 0.5% 51.11
Low 46.53 47.22 0.69 1.5% 47.39
Close 47.02 48.59 1.57 3.3% 48.31
Range 2.10 1.66 -0.44 -21.0% 3.72
ATR 1.68 1.70 0.01 0.7% 0.00
Volume 105,294 131,351 26,057 24.7% 545,071
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 53.21 52.56 49.50
R3 51.55 50.90 49.05
R2 49.89 49.89 48.89
R1 49.24 49.24 48.74 49.57
PP 48.23 48.23 48.23 48.39
S1 47.58 47.58 48.44 47.91
S2 46.57 46.57 48.29
S3 44.91 45.92 48.13
S4 43.25 44.26 47.68
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.10 57.92 50.36
R3 56.38 54.20 49.33
R2 52.66 52.66 48.99
R1 50.48 50.48 48.65 49.71
PP 48.94 48.94 48.94 48.55
S1 46.76 46.76 47.97 45.99
S2 45.22 45.22 47.63
S3 41.50 43.04 47.29
S4 37.78 39.32 46.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.11 46.53 4.58 9.4% 2.12 4.4% 45% False False 124,517
10 51.11 46.53 4.58 9.4% 1.91 3.9% 45% False False 101,991
20 52.73 46.53 6.20 12.8% 1.60 3.3% 33% False False 89,971
40 52.73 44.53 8.20 16.9% 1.52 3.1% 50% False False 67,007
60 52.73 38.67 14.06 28.9% 1.55 3.2% 71% False False 57,080
80 52.73 38.67 14.06 28.9% 1.51 3.1% 71% False False 50,093
100 52.73 34.69 18.04 37.1% 1.54 3.2% 77% False False 45,229
120 52.73 32.85 19.88 40.9% 1.60 3.3% 79% False False 40,587
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.94
2.618 53.23
1.618 51.57
1.000 50.54
0.618 49.91
HIGH 48.88
0.618 48.25
0.500 48.05
0.382 47.85
LOW 47.22
0.618 46.19
1.000 45.56
1.618 44.53
2.618 42.87
4.250 40.17
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 48.41 48.81
PP 48.23 48.73
S1 48.05 48.66

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.