NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 46.78 45.90 -0.88 -1.9% 46.82
High 47.01 46.10 -0.91 -1.9% 47.62
Low 45.23 44.67 -0.56 -1.2% 44.67
Close 45.80 44.90 -0.90 -2.0% 45.80
Range 1.78 1.43 -0.35 -19.7% 2.95
ATR 2.37 2.30 -0.07 -2.8% 0.00
Volume 99,295 71,851 -27,444 -27.6% 338,318
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 49.51 48.64 45.69
R3 48.08 47.21 45.29
R2 46.65 46.65 45.16
R1 45.78 45.78 45.03 45.50
PP 45.22 45.22 45.22 45.09
S1 44.35 44.35 44.77 44.07
S2 43.79 43.79 44.64
S3 42.36 42.92 44.51
S4 40.93 41.49 44.11
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.88 53.29 47.42
R3 51.93 50.34 46.61
R2 48.98 48.98 46.34
R1 47.39 47.39 46.07 46.71
PP 46.03 46.03 46.03 45.69
S1 44.44 44.44 45.53 43.76
S2 43.08 43.08 45.26
S3 40.13 41.49 44.99
S4 37.18 38.54 44.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.62 44.67 2.95 6.6% 2.04 4.5% 8% False True 82,033
10 50.89 44.63 6.26 13.9% 2.81 6.3% 4% False False 115,717
20 50.89 39.22 11.67 26.0% 2.43 5.4% 49% False False 111,801
40 53.06 39.22 13.84 30.8% 1.94 4.3% 41% False False 94,373
60 62.80 39.22 23.58 52.5% 1.88 4.2% 24% False False 81,775
80 63.12 39.22 23.90 53.2% 1.81 4.0% 24% False False 74,347
100 65.38 39.22 26.16 58.3% 1.76 3.9% 22% False False 69,986
120 65.38 39.22 26.16 58.3% 1.78 4.0% 22% False False 66,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.62
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 52.18
2.618 49.84
1.618 48.41
1.000 47.53
0.618 46.98
HIGH 46.10
0.618 45.55
0.500 45.39
0.382 45.22
LOW 44.67
0.618 43.79
1.000 43.24
1.618 42.36
2.618 40.93
4.250 38.59
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 45.39 45.92
PP 45.22 45.58
S1 45.06 45.24

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.