NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 44.54 45.53 0.99 2.2% 46.28
High 45.63 47.73 2.10 4.6% 47.00
Low 44.35 45.20 0.85 1.9% 43.99
Close 45.00 47.51 2.51 5.6% 45.16
Range 1.28 2.53 1.25 97.7% 3.01
ATR 2.25 2.28 0.03 1.5% 0.00
Volume 170,349 249,589 79,240 46.5% 727,337
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.40 53.49 48.90
R3 51.87 50.96 48.21
R2 49.34 49.34 47.97
R1 48.43 48.43 47.74 48.89
PP 46.81 46.81 46.81 47.04
S1 45.90 45.90 47.28 46.36
S2 44.28 44.28 47.05
S3 41.75 43.37 46.81
S4 39.22 40.84 46.12
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 47.73 43.99 3.74 7.9% 1.91 4.0% 94% True False 195,263
10 48.96 43.89 5.07 10.7% 2.18 4.6% 71% False False 172,338
20 50.04 38.51 11.53 24.3% 2.54 5.4% 78% False False 144,053
40 51.75 38.51 13.24 27.9% 2.00 4.2% 68% False False 102,782
60 62.41 38.51 23.90 50.3% 1.91 4.0% 38% False False 76,048
80 62.87 38.51 24.36 51.3% 1.82 3.8% 37% False False 61,965
100 65.03 38.51 26.52 55.8% 1.76 3.7% 34% False False 52,252
120 65.03 38.51 26.52 55.8% 1.73 3.6% 34% False False 45,309
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 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.48
2.618 54.35
1.618 51.82
1.000 50.26
0.618 49.29
HIGH 47.73
0.618 46.76
0.500 46.47
0.382 46.17
LOW 45.20
0.618 43.64
1.000 42.67
1.618 41.11
2.618 38.58
4.250 34.45
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 47.16 46.98
PP 46.81 46.44
S1 46.47 45.91

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.