NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 60.23 59.50 -0.73 -1.2% 60.35
High 60.52 59.87 -0.65 -1.1% 62.11
Low 59.38 58.68 -0.70 -1.2% 59.38
Close 60.24 58.96 -1.28 -2.1% 60.24
Range 1.14 1.19 0.05 4.4% 2.73
ATR 1.53 1.53 0.00 0.1% 0.00
Volume 16,532 18,645 2,113 12.8% 120,592
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.74 62.04 59.61
R3 61.55 60.85 59.29
R2 60.36 60.36 59.18
R1 59.66 59.66 59.07 59.42
PP 59.17 59.17 59.17 59.05
S1 58.47 58.47 58.85 58.23
S2 57.98 57.98 58.74
S3 56.79 57.28 58.63
S4 55.60 56.09 58.31
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.77 67.23 61.74
R3 66.04 64.50 60.99
R2 63.31 63.31 60.74
R1 61.77 61.77 60.49 61.18
PP 60.58 60.58 60.58 60.28
S1 59.04 59.04 59.99 58.45
S2 57.85 57.85 59.74
S3 55.12 56.31 59.49
S4 52.39 53.58 58.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.11 58.68 3.43 5.8% 1.36 2.3% 8% False True 23,040
10 62.41 58.68 3.73 6.3% 1.44 2.4% 8% False True 24,911
20 62.65 57.80 4.85 8.2% 1.48 2.5% 24% False False 26,899
40 64.74 57.32 7.42 12.6% 1.58 2.7% 22% False False 24,152
60 64.74 54.23 10.51 17.8% 1.60 2.7% 45% False False 22,352
80 64.74 50.54 14.20 24.1% 1.63 2.8% 59% False False 19,856
100 64.74 50.54 14.20 24.1% 1.66 2.8% 59% False False 18,024
120 64.74 50.54 14.20 24.1% 1.72 2.9% 59% False False 16,150
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 0.39
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.93
2.618 62.99
1.618 61.80
1.000 61.06
0.618 60.61
HIGH 59.87
0.618 59.42
0.500 59.28
0.382 59.13
LOW 58.68
0.618 57.94
1.000 57.49
1.618 56.75
2.618 55.56
4.250 53.62
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 59.28 59.83
PP 59.17 59.54
S1 59.07 59.25

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.