NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 04-Nov-2015
Day Change Summary
Previous Current
03-Nov-2015 04-Nov-2015 Change Change % Previous Week
Open 46.11 47.74 1.63 3.5% 44.74
High 48.36 48.28 -0.08 -0.2% 47.03
Low 45.96 46.17 0.21 0.5% 42.58
Close 47.90 46.32 -1.58 -3.3% 46.59
Range 2.40 2.11 -0.29 -12.1% 4.45
ATR 1.80 1.82 0.02 1.2% 0.00
Volume 434,574 459,307 24,733 5.7% 1,994,247
Daily Pivots for day following 04-Nov-2015
Classic Woodie Camarilla DeMark
R4 53.25 51.90 47.48
R3 51.14 49.79 46.90
R2 49.03 49.03 46.71
R1 47.68 47.68 46.51 47.30
PP 46.92 46.92 46.92 46.74
S1 45.57 45.57 46.13 45.19
S2 44.81 44.81 45.93
S3 42.70 43.46 45.74
S4 40.59 41.35 45.16
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 58.75 57.12 49.04
R3 54.30 52.67 47.81
R2 49.85 49.85 47.41
R1 48.22 48.22 47.00 49.04
PP 45.40 45.40 45.40 45.81
S1 43.77 43.77 46.18 44.59
S2 40.95 40.95 45.77
S3 36.50 39.32 45.37
S4 32.05 34.87 44.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.36 45.16 3.20 6.9% 1.77 3.8% 36% False False 399,843
10 48.36 42.58 5.78 12.5% 1.74 3.8% 65% False False 392,296
20 51.42 42.58 8.84 19.1% 1.73 3.7% 42% False False 340,195
40 51.42 42.58 8.84 19.1% 1.79 3.9% 42% False False 230,026
60 51.42 39.22 12.20 26.3% 1.98 4.3% 58% False False 192,795
80 55.30 39.22 16.08 34.7% 1.86 4.0% 44% False False 161,489
100 62.98 39.22 23.76 51.3% 1.84 4.0% 30% False False 140,066
120 63.39 39.22 24.17 52.2% 1.80 3.9% 29% False False 125,042
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.25
2.618 53.80
1.618 51.69
1.000 50.39
0.618 49.58
HIGH 48.28
0.618 47.47
0.500 47.23
0.382 46.98
LOW 46.17
0.618 44.87
1.000 44.06
1.618 42.76
2.618 40.65
4.250 37.20
Fisher Pivots for day following 04-Nov-2015
Pivot 1 day 3 day
R1 47.23 46.96
PP 46.92 46.75
S1 46.62 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.