NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 46.77 46.32 -0.45 -1.0% 50.85
High 47.35 46.47 -0.88 -1.9% 50.98
Low 46.20 44.96 -1.24 -2.7% 48.42
Close 46.67 45.34 -1.33 -2.8% 48.70
Range 1.15 1.51 0.36 31.3% 2.56
ATR 1.41 1.43 0.02 1.5% 0.00
Volume 834,989 674,322 -160,667 -19.2% 2,949,750
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.12 49.24 46.17
R3 48.61 47.73 45.76
R2 47.10 47.10 45.62
R1 46.22 46.22 45.48 45.91
PP 45.59 45.59 45.59 45.43
S1 44.71 44.71 45.20 44.40
S2 44.08 44.08 45.06
S3 42.57 43.20 44.92
S4 41.06 41.69 44.51
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 50.06 44.96 5.10 11.2% 1.44 3.2% 7% False True 650,360
10 51.83 44.96 6.87 15.2% 1.37 3.0% 6% False True 620,854
20 52.22 44.96 7.26 16.0% 1.34 3.0% 5% False True 500,666
40 52.22 43.77 8.45 18.6% 1.43 3.1% 19% False False 335,963
60 52.22 43.38 8.84 19.5% 1.48 3.3% 22% False False 252,203
80 52.22 41.58 10.64 23.5% 1.45 3.2% 35% False False 206,099
100 52.40 41.58 10.82 23.9% 1.53 3.4% 35% False False 180,323
120 53.62 41.58 12.04 26.6% 1.48 3.3% 31% False False 159,015
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.89
2.618 50.42
1.618 48.91
1.000 47.98
0.618 47.40
HIGH 46.47
0.618 45.89
0.500 45.72
0.382 45.54
LOW 44.96
0.618 44.03
1.000 43.45
1.618 42.52
2.618 41.01
4.250 38.54
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 45.72 46.85
PP 45.59 46.35
S1 45.47 45.84

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.