NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 44.93 44.93 0.00 0.0% 46.78
High 45.65 45.02 -0.63 -1.4% 47.64
Low 44.56 44.08 -0.48 -1.1% 44.08
Close 45.23 44.36 -0.87 -1.9% 44.36
Range 1.09 0.94 -0.15 -13.8% 3.56
ATR 1.64 1.61 -0.04 -2.1% 0.00
Volume 173,886 120,066 -53,820 -31.0% 665,598
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.31 46.77 44.88
R3 46.37 45.83 44.62
R2 45.43 45.43 44.53
R1 44.89 44.89 44.45 44.69
PP 44.49 44.49 44.49 44.39
S1 43.95 43.95 44.27 43.75
S2 43.55 43.55 44.19
S3 42.61 43.01 44.10
S4 41.67 42.07 43.84
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.04 53.76 46.32
R3 52.48 50.20 45.34
R2 48.92 48.92 45.01
R1 46.64 46.64 44.69 46.00
PP 45.36 45.36 45.36 45.04
S1 43.08 43.08 44.03 42.44
S2 41.80 41.80 43.71
S3 38.24 39.52 43.38
S4 34.68 35.96 42.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.64 44.08 3.56 8.0% 1.37 3.1% 8% False True 133,119
10 49.02 44.08 4.94 11.1% 1.66 3.7% 6% False True 117,349
20 50.59 44.08 6.51 14.7% 1.52 3.4% 4% False True 101,217
40 50.59 41.58 9.01 20.3% 1.50 3.4% 31% False False 87,002
60 52.40 41.58 10.82 24.4% 1.59 3.6% 26% False False 83,595
80 53.62 41.58 12.04 27.1% 1.52 3.4% 23% False False 76,924
100 53.62 41.58 12.04 27.1% 1.51 3.4% 23% False False 73,471
120 53.62 39.70 13.92 31.4% 1.52 3.4% 33% False False 70,931
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 0.31
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 49.02
2.618 47.48
1.618 46.54
1.000 45.96
0.618 45.60
HIGH 45.02
0.618 44.66
0.500 44.55
0.382 44.44
LOW 44.08
0.618 43.50
1.000 43.14
1.618 42.56
2.618 41.62
4.250 40.09
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 44.55 45.28
PP 44.49 44.97
S1 44.42 44.67

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.