NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 45.93 45.42 -0.51 -1.1% 45.77
High 46.38 46.13 -0.25 -0.5% 47.69
Low 45.28 44.55 -0.73 -1.6% 45.20
Close 45.45 45.75 0.30 0.7% 46.65
Range 1.10 1.58 0.48 43.6% 2.49
ATR 1.72 1.71 -0.01 -0.6% 0.00
Volume 481,709 541,014 59,305 12.3% 1,508,229
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 50.22 49.56 46.62
R3 48.64 47.98 46.18
R2 47.06 47.06 46.04
R1 46.40 46.40 45.89 46.73
PP 45.48 45.48 45.48 45.64
S1 44.82 44.82 45.61 45.15
S2 43.90 43.90 45.46
S3 42.32 43.24 45.32
S4 40.74 41.66 44.88
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 53.98 52.81 48.02
R3 51.49 50.32 47.33
R2 49.00 49.00 47.11
R1 47.83 47.83 46.88 48.42
PP 46.51 46.51 46.51 46.81
S1 45.34 45.34 46.42 45.93
S2 44.02 44.02 46.19
S3 41.53 42.85 45.97
S4 39.04 40.36 45.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.05 44.55 2.50 5.5% 1.22 2.7% 48% False True 387,019
10 48.94 44.55 4.39 9.6% 1.65 3.6% 27% False True 330,861
20 51.11 44.55 6.56 14.3% 1.85 4.0% 18% False True 236,157
40 52.73 44.55 8.18 17.9% 1.60 3.5% 15% False True 153,176
60 52.73 44.51 8.22 18.0% 1.58 3.5% 15% False False 115,675
80 52.73 38.67 14.06 30.7% 1.58 3.5% 50% False False 95,675
100 52.73 37.78 14.95 32.7% 1.53 3.4% 53% False False 82,426
120 52.73 34.69 18.04 39.4% 1.57 3.4% 61% False False 72,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 52.85
2.618 50.27
1.618 48.69
1.000 47.71
0.618 47.11
HIGH 46.13
0.618 45.53
0.500 45.34
0.382 45.15
LOW 44.55
0.618 43.57
1.000 42.97
1.618 41.99
2.618 40.41
4.250 37.84
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 45.61 45.73
PP 45.48 45.71
S1 45.34 45.70

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.