NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 47.97 47.60 -0.37 -0.8% 45.90
High 48.48 47.79 -0.69 -1.4% 48.48
Low 47.16 45.14 -2.02 -4.3% 44.67
Close 47.66 45.56 -2.10 -4.4% 45.56
Range 1.32 2.65 1.33 100.8% 3.81
ATR 2.19 2.23 0.03 1.5% 0.00
Volume 142,704 101,855 -40,849 -28.6% 544,568
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.11 52.49 47.02
R3 51.46 49.84 46.29
R2 48.81 48.81 46.05
R1 47.19 47.19 45.80 46.68
PP 46.16 46.16 46.16 45.91
S1 44.54 44.54 45.32 44.03
S2 43.51 43.51 45.07
S3 40.86 41.89 44.83
S4 38.21 39.24 44.10
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.67 55.42 47.66
R3 53.86 51.61 46.61
R2 50.05 50.05 46.26
R1 47.80 47.80 45.91 47.02
PP 46.24 46.24 46.24 45.85
S1 43.99 43.99 45.21 43.21
S2 42.43 42.43 44.86
S3 38.62 40.18 44.51
S4 34.81 36.37 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.48 44.67 3.81 8.4% 1.81 4.0% 23% False False 108,913
10 48.48 44.67 3.81 8.4% 1.94 4.3% 23% False False 100,167
20 50.89 39.22 11.67 25.6% 2.53 5.6% 54% False False 116,884
40 51.08 39.22 11.86 26.0% 2.00 4.4% 53% False False 100,942
60 61.70 39.22 22.48 49.3% 1.90 4.2% 28% False False 86,821
80 63.12 39.22 23.90 52.5% 1.82 4.0% 27% False False 78,061
100 65.38 39.22 26.16 57.4% 1.78 3.9% 24% False False 72,400
120 65.38 39.22 26.16 57.4% 1.77 3.9% 24% False False 69,499
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 0.41
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 59.05
2.618 54.73
1.618 52.08
1.000 50.44
0.618 49.43
HIGH 47.79
0.618 46.78
0.500 46.47
0.382 46.15
LOW 45.14
0.618 43.50
1.000 42.49
1.618 40.85
2.618 38.20
4.250 33.88
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 46.47 46.81
PP 46.16 46.39
S1 45.86 45.98

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.