NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 46.54 44.62 -1.92 -4.1% 45.32
High 47.15 45.18 -1.97 -4.2% 48.07
Low 44.41 43.71 -0.70 -1.6% 44.09
Close 44.48 44.91 0.43 1.0% 45.02
Range 2.74 1.47 -1.27 -46.4% 3.98
ATR 2.23 2.17 -0.05 -2.4% 0.00
Volume 411,957 371,976 -39,981 -9.7% 1,096,519
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.01 48.43 45.72
R3 47.54 46.96 45.31
R2 46.07 46.07 45.18
R1 45.49 45.49 45.04 45.78
PP 44.60 44.60 44.60 44.75
S1 44.02 44.02 44.78 44.31
S2 43.13 43.13 44.64
S3 41.66 42.55 44.51
S4 40.19 41.08 44.10
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.67 55.32 47.21
R3 53.69 51.34 46.11
R2 49.71 49.71 45.75
R1 47.36 47.36 45.38 46.55
PP 45.73 45.73 45.73 45.32
S1 43.38 43.38 44.66 42.57
S2 41.75 41.75 44.29
S3 37.77 39.40 43.93
S4 33.79 35.42 42.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.34 43.71 3.63 8.1% 2.06 4.6% 33% False True 351,497
10 48.07 43.71 4.36 9.7% 1.86 4.2% 28% False True 273,890
20 50.04 39.74 10.30 22.9% 2.60 5.8% 50% False False 213,397
40 50.26 38.51 11.75 26.2% 2.06 4.6% 54% False False 148,066
60 60.08 38.51 21.57 48.0% 1.97 4.4% 30% False False 107,389
80 62.87 38.51 24.36 54.2% 1.83 4.1% 26% False False 85,259
100 65.03 38.51 26.52 59.1% 1.80 4.0% 24% False False 71,279
120 65.03 38.51 26.52 59.1% 1.74 3.9% 24% False False 61,371
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.43
2.618 49.03
1.618 47.56
1.000 46.65
0.618 46.09
HIGH 45.18
0.618 44.62
0.500 44.45
0.382 44.27
LOW 43.71
0.618 42.80
1.000 42.24
1.618 41.33
2.618 39.86
4.250 37.46
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 44.76 45.43
PP 44.60 45.26
S1 44.45 45.08

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.