NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 45.00 43.70 -1.30 -2.9% 44.15
High 45.33 44.34 -0.99 -2.2% 47.75
Low 43.42 43.26 -0.16 -0.4% 43.84
Close 43.58 43.91 0.33 0.8% 45.88
Range 1.91 1.08 -0.83 -43.5% 3.91
ATR 1.70 1.66 -0.04 -2.6% 0.00
Volume 705,861 537,185 -168,676 -23.9% 2,955,163
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.08 46.57 44.50
R3 46.00 45.49 44.21
R2 44.92 44.92 44.11
R1 44.41 44.41 44.01 44.67
PP 43.84 43.84 43.84 43.96
S1 43.33 43.33 43.81 43.59
S2 42.76 42.76 43.71
S3 41.68 42.25 43.61
S4 40.60 41.17 43.32
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 57.55 55.63 48.03
R3 53.64 51.72 46.96
R2 49.73 49.73 46.60
R1 47.81 47.81 46.24 48.77
PP 45.82 45.82 45.82 46.31
S1 43.90 43.90 45.52 44.86
S2 41.91 41.91 45.16
S3 38.00 39.99 44.80
S4 34.09 36.08 43.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.36 43.26 4.10 9.3% 1.59 3.6% 16% False True 666,805
10 47.75 43.00 4.75 10.8% 1.78 4.1% 19% False False 678,291
20 49.36 43.00 6.36 14.5% 1.58 3.6% 14% False False 594,795
40 49.36 39.96 9.40 21.4% 1.54 3.5% 42% False False 389,158
60 51.53 39.96 11.57 26.3% 1.63 3.7% 34% False False 279,546
80 53.02 39.96 13.06 29.7% 1.54 3.5% 30% False False 215,421
100 53.02 39.96 13.06 29.7% 1.53 3.5% 30% False False 176,303
120 53.02 39.08 13.94 31.7% 1.51 3.4% 35% False False 149,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 48.93
2.618 47.17
1.618 46.09
1.000 45.42
0.618 45.01
HIGH 44.34
0.618 43.93
0.500 43.80
0.382 43.67
LOW 43.26
0.618 42.59
1.000 42.18
1.618 41.51
2.618 40.43
4.250 38.67
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 43.87 44.70
PP 43.84 44.43
S1 43.80 44.17

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.