NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 43.90 44.30 0.40 0.9% 45.00
High 44.39 46.70 2.31 5.2% 46.58
Low 42.95 44.14 1.19 2.8% 43.73
Close 43.94 46.39 2.45 5.6% 44.15
Range 1.44 2.56 1.12 77.8% 2.85
ATR 1.46 1.55 0.09 6.4% 0.00
Volume 378,509 407,942 29,433 7.8% 1,586,072
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.42 52.47 47.80
R3 50.86 49.91 47.09
R2 48.30 48.30 46.86
R1 47.35 47.35 46.62 47.83
PP 45.74 45.74 45.74 45.98
S1 44.79 44.79 46.16 45.27
S2 43.18 43.18 45.92
S3 40.62 42.23 45.69
S4 38.06 39.67 44.98
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.37 51.61 45.72
R3 50.52 48.76 44.93
R2 47.67 47.67 44.67
R1 45.91 45.91 44.41 45.37
PP 44.82 44.82 44.82 44.55
S1 43.06 43.06 43.89 42.52
S2 41.97 41.97 43.63
S3 39.12 40.21 43.37
S4 36.27 37.36 42.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.70 42.95 3.75 8.1% 1.97 4.2% 92% True False 362,341
10 47.05 42.95 4.10 8.8% 1.61 3.5% 84% False False 287,608
20 52.68 42.95 9.73 21.0% 1.46 3.1% 35% False False 221,398
40 52.74 42.95 9.79 21.1% 1.44 3.1% 35% False False 155,524
60 52.74 42.95 9.79 21.1% 1.46 3.1% 35% False False 115,187
80 52.74 42.34 10.40 22.4% 1.45 3.1% 39% False False 92,033
100 52.74 42.34 10.40 22.4% 1.47 3.2% 39% False False 76,990
120 53.72 42.34 11.38 24.5% 1.44 3.1% 36% False False 65,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.58
2.618 53.40
1.618 50.84
1.000 49.26
0.618 48.28
HIGH 46.70
0.618 45.72
0.500 45.42
0.382 45.12
LOW 44.14
0.618 42.56
1.000 41.58
1.618 40.00
2.618 37.44
4.250 33.26
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 46.07 45.87
PP 45.74 45.35
S1 45.42 44.83

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.