NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 43.82 45.69 1.87 4.3% 44.23
High 46.07 46.86 0.79 1.7% 46.86
Low 43.38 45.47 2.09 4.8% 43.38
Close 45.71 46.57 0.86 1.9% 46.57
Range 2.69 1.39 -1.30 -48.3% 3.48
ATR 1.60 1.58 -0.01 -0.9% 0.00
Volume 83,508 70,116 -13,392 -16.0% 410,426
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.47 49.91 47.33
R3 49.08 48.52 46.95
R2 47.69 47.69 46.82
R1 47.13 47.13 46.70 47.41
PP 46.30 46.30 46.30 46.44
S1 45.74 45.74 46.44 46.02
S2 44.91 44.91 46.32
S3 43.52 44.35 46.19
S4 42.13 42.96 45.81
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.04 54.79 48.48
R3 52.56 51.31 47.53
R2 49.08 49.08 47.21
R1 47.83 47.83 46.89 48.46
PP 45.60 45.60 45.60 45.92
S1 44.35 44.35 46.25 44.98
S2 42.12 42.12 45.93
S3 38.64 40.87 45.61
S4 35.16 37.39 44.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.86 43.38 3.48 7.5% 1.69 3.6% 92% True False 82,085
10 46.86 41.58 5.28 11.3% 1.66 3.6% 95% True False 77,669
20 48.76 41.58 7.18 15.4% 1.45 3.1% 69% False False 68,549
40 52.40 41.58 10.82 23.2% 1.67 3.6% 46% False False 73,539
60 53.62 41.58 12.04 25.9% 1.51 3.2% 41% False False 66,365
80 53.62 41.58 12.04 25.9% 1.51 3.2% 41% False False 65,053
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.77
2.618 50.50
1.618 49.11
1.000 48.25
0.618 47.72
HIGH 46.86
0.618 46.33
0.500 46.17
0.382 46.00
LOW 45.47
0.618 44.61
1.000 44.08
1.618 43.22
2.618 41.83
4.250 39.56
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 46.44 46.09
PP 46.30 45.60
S1 46.17 45.12

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.