NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 47.37 45.86 -1.51 -3.2% 49.90
High 47.41 46.51 -0.90 -1.9% 50.03
Low 45.25 45.64 0.39 0.9% 45.47
Close 45.44 46.42 0.98 2.2% 46.12
Range 2.16 0.87 -1.29 -59.7% 4.56
ATR 1.90 1.84 -0.06 -3.1% 0.00
Volume 376,846 312,794 -64,052 -17.0% 825,783
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 48.80 48.48 46.90
R3 47.93 47.61 46.66
R2 47.06 47.06 46.58
R1 46.74 46.74 46.50 46.90
PP 46.19 46.19 46.19 46.27
S1 45.87 45.87 46.34 46.03
S2 45.32 45.32 46.26
S3 44.45 45.00 46.18
S4 43.58 44.13 45.94
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 60.89 58.06 48.63
R3 56.33 53.50 47.37
R2 51.77 51.77 46.96
R1 48.94 48.94 46.54 48.08
PP 47.21 47.21 47.21 46.77
S1 44.38 44.38 45.70 43.52
S2 42.65 42.65 45.28
S3 38.09 39.82 44.87
S4 33.53 35.26 43.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.69 45.20 2.49 5.4% 1.58 3.4% 49% False False 296,589
10 50.30 45.20 5.10 11.0% 1.92 4.1% 24% False False 232,592
20 51.11 45.20 5.91 12.7% 1.94 4.2% 21% False False 170,876
40 52.73 45.20 7.53 16.2% 1.59 3.4% 16% False False 116,149
60 52.73 43.07 9.66 20.8% 1.61 3.5% 35% False False 91,075
80 52.73 38.67 14.06 30.3% 1.58 3.4% 55% False False 76,475
100 52.73 36.21 16.52 35.6% 1.55 3.3% 62% False False 67,081
120 52.73 34.69 18.04 38.9% 1.61 3.5% 65% False False 60,012
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 0.34
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 50.21
2.618 48.79
1.618 47.92
1.000 47.38
0.618 47.05
HIGH 46.51
0.618 46.18
0.500 46.08
0.382 45.97
LOW 45.64
0.618 45.10
1.000 44.77
1.618 44.23
2.618 43.36
4.250 41.94
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 46.31 46.47
PP 46.19 46.45
S1 46.08 46.44

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.