NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 49.61 48.25 -1.36 -2.7% 50.85
High 49.81 48.74 -1.07 -2.1% 50.98
Low 48.42 46.63 -1.79 -3.7% 48.42
Close 48.70 46.86 -1.84 -3.8% 48.70
Range 1.39 2.11 0.72 51.8% 2.56
ATR 1.38 1.43 0.05 3.8% 0.00
Volume 550,081 649,237 99,156 18.0% 2,949,750
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.74 52.41 48.02
R3 51.63 50.30 47.44
R2 49.52 49.52 47.25
R1 48.19 48.19 47.05 47.80
PP 47.41 47.41 47.41 47.22
S1 46.08 46.08 46.67 45.69
S2 45.30 45.30 46.47
S3 43.19 43.97 46.28
S4 41.08 41.86 45.70
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.05 55.43 50.11
R3 54.49 52.87 49.40
R2 51.93 51.93 49.17
R1 50.31 50.31 48.93 49.84
PP 49.37 49.37 49.37 49.13
S1 47.75 47.75 48.47 47.28
S2 46.81 46.81 48.23
S3 44.25 45.19 48.00
S4 41.69 42.63 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.93 46.63 4.30 9.2% 1.49 3.2% 5% False True 595,117
10 52.22 46.63 5.59 11.9% 1.32 2.8% 4% False True 571,166
20 52.22 46.63 5.59 11.9% 1.30 2.8% 4% False True 444,382
40 52.22 43.77 8.45 18.0% 1.47 3.1% 37% False False 303,152
60 52.22 43.38 8.84 18.9% 1.47 3.1% 39% False False 229,841
80 52.22 41.58 10.64 22.7% 1.46 3.1% 50% False False 189,563
100 52.82 41.58 11.24 24.0% 1.53 3.3% 47% False False 166,265
120 53.62 41.58 12.04 25.7% 1.47 3.1% 44% False False 147,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 57.71
2.618 54.26
1.618 52.15
1.000 50.85
0.618 50.04
HIGH 48.74
0.618 47.93
0.500 47.69
0.382 47.44
LOW 46.63
0.618 45.33
1.000 44.52
1.618 43.22
2.618 41.11
4.250 37.66
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 47.69 48.35
PP 47.41 47.85
S1 47.14 47.36

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.