NYMEX Light Sweet Crude Oil Future September 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 45.65 44.60 -1.05 -2.3% 46.83
High 46.09 44.97 -1.12 -2.4% 46.84
Low 44.52 43.74 -0.78 -1.8% 43.74
Close 44.75 44.19 -0.56 -1.3% 44.19
Range 1.57 1.23 -0.34 -21.7% 3.10
ATR 1.70 1.67 -0.03 -2.0% 0.00
Volume 432,972 428,407 -4,565 -1.1% 2,218,670
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 47.99 47.32 44.87
R3 46.76 46.09 44.53
R2 45.53 45.53 44.42
R1 44.86 44.86 44.30 44.58
PP 44.30 44.30 44.30 44.16
S1 43.63 43.63 44.08 43.35
S2 43.07 43.07 43.96
S3 41.84 42.40 43.85
S4 40.61 41.17 43.51
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 54.22 52.31 45.90
R3 51.12 49.21 45.04
R2 48.02 48.02 44.76
R1 46.11 46.11 44.47 45.52
PP 44.92 44.92 44.92 44.63
S1 43.01 43.01 43.91 42.42
S2 41.82 41.82 43.62
S3 38.72 39.91 43.34
S4 35.62 36.81 42.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.84 43.74 3.10 7.0% 1.36 3.1% 15% False True 443,734
10 47.69 43.74 3.95 8.9% 1.48 3.3% 11% False True 372,689
20 51.08 43.74 7.34 16.6% 1.83 4.1% 6% False True 267,065
40 52.73 43.74 8.99 20.3% 1.61 3.6% 5% False True 172,130
60 52.73 43.74 8.99 20.3% 1.57 3.5% 5% False True 128,977
80 52.73 38.67 14.06 31.8% 1.59 3.6% 39% False False 105,938
100 52.73 38.62 14.11 31.9% 1.54 3.5% 39% False False 90,514
120 52.73 34.69 18.04 40.8% 1.57 3.6% 53% False False 79,690
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.20
2.618 48.19
1.618 46.96
1.000 46.20
0.618 45.73
HIGH 44.97
0.618 44.50
0.500 44.36
0.382 44.21
LOW 43.74
0.618 42.98
1.000 42.51
1.618 41.75
2.618 40.52
4.250 38.51
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 44.36 44.94
PP 44.30 44.69
S1 44.25 44.44

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.