NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 60.08 58.08 -2.00 -3.3% 60.66
High 60.08 59.00 -1.08 -1.8% 62.41
Low 57.88 57.54 -0.34 -0.6% 59.78
Close 58.12 58.01 -0.11 -0.2% 60.58
Range 2.20 1.46 -0.74 -33.6% 2.63
ATR 1.57 1.56 -0.01 -0.5% 0.00
Volume 17,452 24,538 7,086 40.6% 92,174
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.56 61.75 58.81
R3 61.10 60.29 58.41
R2 59.64 59.64 58.28
R1 58.83 58.83 58.14 58.51
PP 58.18 58.18 58.18 58.02
S1 57.37 57.37 57.88 57.05
S2 56.72 56.72 57.74
S3 55.26 55.91 57.61
S4 53.80 54.45 57.21
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.81 67.33 62.03
R3 66.18 64.70 61.30
R2 63.55 63.55 61.06
R1 62.07 62.07 60.82 61.50
PP 60.92 60.92 60.92 60.64
S1 59.44 59.44 60.34 58.87
S2 58.29 58.29 60.10
S3 55.66 56.81 59.86
S4 53.03 54.18 59.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.85 57.54 3.31 5.7% 1.50 2.6% 14% False True 15,386
10 62.41 57.54 4.87 8.4% 1.47 2.5% 10% False True 17,564
20 62.87 57.54 5.33 9.2% 1.45 2.5% 9% False True 18,608
40 64.04 57.54 6.50 11.2% 1.55 2.7% 7% False True 17,535
60 65.03 55.46 9.57 16.5% 1.50 2.6% 27% False False 15,659
80 65.03 51.33 13.70 23.6% 1.57 2.7% 49% False False 13,892
100 65.03 51.33 13.70 23.6% 1.54 2.7% 49% False False 12,448
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 65.21
2.618 62.82
1.618 61.36
1.000 60.46
0.618 59.90
HIGH 59.00
0.618 58.44
0.500 58.27
0.382 58.10
LOW 57.54
0.618 56.64
1.000 56.08
1.618 55.18
2.618 53.72
4.250 51.34
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 58.27 59.10
PP 58.18 58.73
S1 58.10 58.37

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.