NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 46.68 45.82 -0.86 -1.8% 45.00
High 47.23 46.41 -0.82 -1.7% 49.33
Low 45.61 44.14 -1.47 -3.2% 43.21
Close 46.05 45.94 -0.11 -0.2% 46.05
Range 1.62 2.27 0.65 40.1% 6.12
ATR 2.50 2.49 -0.02 -0.7% 0.00
Volume 385,631 508,815 123,184 31.9% 3,085,303
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.31 51.39 47.19
R3 50.04 49.12 46.56
R2 47.77 47.77 46.36
R1 46.85 46.85 46.15 47.31
PP 45.50 45.50 45.50 45.73
S1 44.58 44.58 45.73 45.04
S2 43.23 43.23 45.52
S3 40.96 42.31 45.32
S4 38.69 40.04 44.69
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 64.56 61.42 49.42
R3 58.44 55.30 47.73
R2 52.32 52.32 47.17
R1 49.18 49.18 46.61 50.75
PP 46.20 46.20 46.20 46.98
S1 43.06 43.06 45.49 44.63
S2 40.08 40.08 44.93
S3 33.96 36.94 44.37
S4 27.84 30.82 42.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.87 43.21 5.66 12.3% 2.99 6.5% 48% False False 567,323
10 49.33 38.16 11.17 24.3% 3.18 6.9% 70% False False 553,850
20 49.33 37.75 11.58 25.2% 2.44 5.3% 71% False False 434,947
40 54.28 37.75 16.53 36.0% 1.99 4.3% 50% False False 257,632
60 62.41 37.75 24.66 53.7% 1.90 4.1% 33% False False 182,764
80 62.73 37.75 24.98 54.4% 1.84 4.0% 33% False False 143,463
100 64.74 37.75 26.99 58.8% 1.78 3.9% 30% False False 118,761
120 64.74 37.75 26.99 58.8% 1.78 3.9% 30% False False 101,490
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.06
2.618 52.35
1.618 50.08
1.000 48.68
0.618 47.81
HIGH 46.41
0.618 45.54
0.500 45.28
0.382 45.01
LOW 44.14
0.618 42.74
1.000 41.87
1.618 40.47
2.618 38.20
4.250 34.49
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 45.72 46.28
PP 45.50 46.17
S1 45.28 46.05

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.