NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 48.95 49.02 0.07 0.1% 45.37
High 49.36 49.08 -0.28 -0.6% 49.36
Low 48.55 47.33 -1.22 -2.5% 45.06
Close 49.11 47.41 -1.70 -3.5% 49.11
Range 0.81 1.75 0.94 116.0% 4.30
ATR 1.52 1.54 0.02 1.2% 0.00
Volume 555,574 515,256 -40,318 -7.3% 1,943,473
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 53.19 52.05 48.37
R3 51.44 50.30 47.89
R2 49.69 49.69 47.73
R1 48.55 48.55 47.57 48.25
PP 47.94 47.94 47.94 47.79
S1 46.80 46.80 47.25 46.50
S2 46.19 46.19 47.09
S3 44.44 45.05 46.93
S4 42.69 43.30 46.45
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 60.74 59.23 51.48
R3 56.44 54.93 50.29
R2 52.14 52.14 49.90
R1 50.63 50.63 49.50 51.39
PP 47.84 47.84 47.84 48.22
S1 46.33 46.33 48.72 47.09
S2 43.54 43.54 48.32
S3 39.24 42.03 47.93
S4 34.94 37.73 46.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.36 46.00 3.36 7.1% 1.38 2.9% 42% False False 443,146
10 49.36 41.85 7.51 15.8% 1.55 3.3% 74% False False 340,931
20 49.36 39.96 9.40 19.8% 1.51 3.2% 79% False False 249,925
40 51.27 39.96 11.31 23.9% 1.60 3.4% 66% False False 156,569
60 53.02 39.96 13.06 27.5% 1.55 3.3% 57% False False 113,674
80 53.02 39.96 13.06 27.5% 1.51 3.2% 57% False False 90,478
100 53.02 39.08 13.94 29.4% 1.51 3.2% 60% False False 75,750
120 53.02 39.08 13.94 29.4% 1.46 3.1% 60% False False 65,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.52
2.618 53.66
1.618 51.91
1.000 50.83
0.618 50.16
HIGH 49.08
0.618 48.41
0.500 48.21
0.382 48.00
LOW 47.33
0.618 46.25
1.000 45.58
1.618 44.50
2.618 42.75
4.250 39.89
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 48.21 48.32
PP 47.94 48.02
S1 47.68 47.71

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.