NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 52.27 49.81 -2.46 -4.7% 50.63
High 52.40 50.02 -2.38 -4.5% 52.40
Low 48.86 48.07 -0.79 -1.6% 48.86
Close 49.72 48.52 -1.20 -2.4% 49.72
Range 3.54 1.95 -1.59 -44.9% 3.54
ATR 1.59 1.61 0.03 1.6% 0.00
Volume 110,212 75,281 -34,931 -31.7% 387,960
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.72 53.57 49.59
R3 52.77 51.62 49.06
R2 50.82 50.82 48.88
R1 49.67 49.67 48.70 49.27
PP 48.87 48.87 48.87 48.67
S1 47.72 47.72 48.34 47.32
S2 46.92 46.92 48.16
S3 44.97 45.77 47.98
S4 43.02 43.82 47.45
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 60.95 58.87 51.67
R3 57.41 55.33 50.69
R2 53.87 53.87 50.37
R1 51.79 51.79 50.04 51.06
PP 50.33 50.33 50.33 49.96
S1 48.25 48.25 49.40 47.52
S2 46.79 46.79 49.07
S3 43.25 44.71 48.75
S4 39.71 41.17 47.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.40 48.07 4.33 8.9% 2.01 4.2% 10% False True 83,033
10 52.40 48.07 4.33 8.9% 1.75 3.6% 10% False True 72,159
20 53.62 48.07 5.55 11.4% 1.50 3.1% 8% False True 62,029
40 53.62 45.53 8.09 16.7% 1.45 3.0% 37% False False 60,360
60 53.62 39.70 13.92 28.7% 1.49 3.1% 63% False False 60,011
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 0.26
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.31
2.618 55.13
1.618 53.18
1.000 51.97
0.618 51.23
HIGH 50.02
0.618 49.28
0.500 49.05
0.382 48.81
LOW 48.07
0.618 46.86
1.000 46.12
1.618 44.91
2.618 42.96
4.250 39.78
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 49.05 50.24
PP 48.87 49.66
S1 48.70 49.09

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.