NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 45.32 44.83 -0.49 -1.1% 48.72
High 45.52 45.36 -0.16 -0.4% 48.76
Low 44.66 43.82 -0.84 -1.9% 45.80
Close 45.15 44.02 -1.13 -2.5% 46.27
Range 0.86 1.54 0.68 79.1% 2.96
ATR 1.55 1.55 0.00 0.0% 0.00
Volume 74,582 67,032 -7,550 -10.1% 272,805
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 49.02 48.06 44.87
R3 47.48 46.52 44.44
R2 45.94 45.94 44.30
R1 44.98 44.98 44.16 44.69
PP 44.40 44.40 44.40 44.26
S1 43.44 43.44 43.88 43.15
S2 42.86 42.86 43.74
S3 41.32 41.90 43.60
S4 39.78 40.36 43.17
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 55.82 54.01 47.90
R3 52.86 51.05 47.08
R2 49.90 49.90 46.81
R1 48.09 48.09 46.54 47.52
PP 46.94 46.94 46.94 46.66
S1 45.13 45.13 46.00 44.56
S2 43.98 43.98 45.73
S3 41.02 42.17 45.46
S4 38.06 39.21 44.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.28 43.82 4.46 10.1% 1.32 3.0% 4% False True 58,016
10 49.00 43.82 5.18 11.8% 1.25 2.8% 4% False True 60,339
20 52.30 43.82 8.48 19.3% 1.62 3.7% 2% False True 71,772
40 53.62 43.82 9.80 22.3% 1.57 3.6% 2% False True 67,947
60 53.62 43.82 9.80 22.3% 1.51 3.4% 2% False True 64,889
80 53.62 39.70 13.92 31.6% 1.52 3.5% 31% False False 63,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 51.91
2.618 49.39
1.618 47.85
1.000 46.90
0.618 46.31
HIGH 45.36
0.618 44.77
0.500 44.59
0.382 44.41
LOW 43.82
0.618 42.87
1.000 42.28
1.618 41.33
2.618 39.79
4.250 37.28
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 44.59 45.14
PP 44.40 44.77
S1 44.21 44.39

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.