NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 46.14 46.63 0.49 1.1% 44.47
High 47.05 47.13 0.08 0.2% 47.13
Low 46.07 44.82 -1.25 -2.7% 43.77
Close 46.88 45.07 -1.81 -3.9% 45.07
Range 0.98 2.31 1.33 135.7% 3.36
ATR 1.53 1.58 0.06 3.7% 0.00
Volume 214,495 205,352 -9,143 -4.3% 986,346
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.60 51.15 46.34
R3 50.29 48.84 45.71
R2 47.98 47.98 45.49
R1 46.53 46.53 45.28 46.10
PP 45.67 45.67 45.67 45.46
S1 44.22 44.22 44.86 43.79
S2 43.36 43.36 44.65
S3 41.05 41.91 44.43
S4 38.74 39.60 43.80
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.40 53.60 46.92
R3 52.04 50.24 45.99
R2 48.68 48.68 45.69
R1 46.88 46.88 45.38 47.78
PP 45.32 45.32 45.32 45.78
S1 43.52 43.52 44.76 44.42
S2 41.96 41.96 44.45
S3 38.60 40.16 44.15
S4 35.24 36.80 43.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.13 43.77 3.36 7.5% 1.37 3.0% 39% True False 197,269
10 47.64 43.77 3.87 8.6% 1.37 3.0% 34% False False 165,194
20 49.79 43.77 6.02 13.4% 1.54 3.4% 22% False False 129,648
40 50.59 41.58 9.01 20.0% 1.52 3.4% 39% False False 104,155
60 51.88 41.58 10.30 22.9% 1.54 3.4% 34% False False 92,999
80 53.62 41.58 12.04 26.7% 1.54 3.4% 29% False False 86,175
100 53.62 41.58 12.04 26.7% 1.51 3.4% 29% False False 80,696
120 53.62 40.38 13.24 29.4% 1.52 3.4% 35% False False 77,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 56.95
2.618 53.18
1.618 50.87
1.000 49.44
0.618 48.56
HIGH 47.13
0.618 46.25
0.500 45.98
0.382 45.70
LOW 44.82
0.618 43.39
1.000 42.51
1.618 41.08
2.618 38.77
4.250 35.00
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 45.98 45.98
PP 45.67 45.67
S1 45.37 45.37

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.