NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 44.80 46.16 1.36 3.0% 46.28
High 46.58 46.43 -0.15 -0.3% 47.00
Low 43.99 44.66 0.67 1.5% 43.99
Close 46.44 45.16 -1.28 -2.8% 45.16
Range 2.59 1.77 -0.82 -31.7% 3.01
ATR 2.44 2.39 -0.05 -1.9% 0.00
Volume 216,751 168,383 -48,368 -22.3% 727,337
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.73 49.71 46.13
R3 48.96 47.94 45.65
R2 47.19 47.19 45.48
R1 46.17 46.17 45.32 45.80
PP 45.42 45.42 45.42 45.23
S1 44.40 44.40 45.00 44.03
S2 43.65 43.65 44.84
S3 41.88 42.63 44.67
S4 40.11 40.86 44.19
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.41 52.80 46.82
R3 51.40 49.79 45.99
R2 48.39 48.39 45.71
R1 46.78 46.78 45.44 46.08
PP 45.38 45.38 45.38 45.04
S1 43.77 43.77 44.88 43.07
S2 42.37 42.37 44.61
S3 39.36 40.76 44.33
S4 36.35 37.75 43.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.81 43.99 3.82 8.5% 2.10 4.6% 31% False False 165,557
10 50.04 42.60 7.44 16.5% 3.11 6.9% 34% False False 159,974
20 50.04 38.51 11.53 25.5% 2.46 5.4% 58% False False 130,370
40 52.45 38.51 13.94 30.9% 1.96 4.3% 48% False False 89,536
60 62.41 38.51 23.90 52.9% 1.89 4.2% 28% False False 67,311
80 62.87 38.51 24.36 53.9% 1.80 4.0% 27% False False 55,189
100 65.03 38.51 26.52 58.7% 1.74 3.9% 25% False False 46,671
120 65.03 38.51 26.52 58.7% 1.73 3.8% 25% False False 40,565
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.95
2.618 51.06
1.618 49.29
1.000 48.20
0.618 47.52
HIGH 46.43
0.618 45.75
0.500 45.55
0.382 45.34
LOW 44.66
0.618 43.57
1.000 42.89
1.618 41.80
2.618 40.03
4.250 37.14
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 45.55 45.44
PP 45.42 45.34
S1 45.29 45.25

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.