NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 45.65 46.20 0.55 1.2% 45.38
High 46.94 49.08 2.14 4.6% 47.10
Low 45.21 45.73 0.52 1.2% 43.97
Close 46.26 48.53 2.27 4.9% 45.54
Range 1.73 3.35 1.62 93.6% 3.13
ATR 1.97 2.07 0.10 5.0% 0.00
Volume 323,061 453,101 130,040 40.3% 1,794,654
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.83 56.53 50.37
R3 54.48 53.18 49.45
R2 51.13 51.13 49.14
R1 49.83 49.83 48.84 50.48
PP 47.78 47.78 47.78 48.11
S1 46.48 46.48 48.22 47.13
S2 44.43 44.43 47.92
S3 41.08 43.13 47.61
S4 37.73 39.78 46.69
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 54.93 53.36 47.26
R3 51.80 50.23 46.40
R2 48.67 48.67 46.11
R1 47.10 47.10 45.83 47.89
PP 45.54 45.54 45.54 45.93
S1 43.97 43.97 45.25 44.76
S2 42.41 42.41 44.97
S3 39.28 40.84 44.68
S4 36.15 37.71 43.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.08 43.97 5.11 10.5% 2.11 4.4% 89% True False 406,346
10 49.08 43.71 5.37 11.1% 1.89 3.9% 90% True False 369,337
20 49.08 43.71 5.37 11.1% 1.91 3.9% 90% True False 302,155
40 50.04 38.51 11.53 23.8% 2.14 4.4% 87% False False 211,722
60 54.78 38.51 16.27 33.5% 1.93 4.0% 62% False False 152,410
80 62.68 38.51 24.17 49.8% 1.87 3.8% 41% False False 119,479
100 63.00 38.51 24.49 50.5% 1.81 3.7% 41% False False 99,226
120 65.03 38.51 26.52 54.6% 1.75 3.6% 38% False False 84,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 63.32
2.618 57.85
1.618 54.50
1.000 52.43
0.618 51.15
HIGH 49.08
0.618 47.80
0.500 47.41
0.382 47.01
LOW 45.73
0.618 43.66
1.000 42.38
1.618 40.31
2.618 36.96
4.250 31.49
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 48.16 47.86
PP 47.78 47.19
S1 47.41 46.53

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.