NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 46.57 45.41 -1.16 -2.5% 46.43
High 46.65 45.64 -1.01 -2.2% 48.36
Low 45.12 44.11 -1.01 -2.2% 44.11
Close 45.20 44.29 -0.91 -2.0% 44.29
Range 1.53 1.53 0.00 0.0% 4.25
ATR 1.80 1.78 -0.02 -1.1% 0.00
Volume 437,646 448,133 10,487 2.4% 2,085,178
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.27 48.31 45.13
R3 47.74 46.78 44.71
R2 46.21 46.21 44.57
R1 45.25 45.25 44.43 44.97
PP 44.68 44.68 44.68 44.54
S1 43.72 43.72 44.15 43.44
S2 43.15 43.15 44.01
S3 41.62 42.19 43.87
S4 40.09 40.66 43.45
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.34 55.56 46.63
R3 54.09 51.31 45.46
R2 49.84 49.84 45.07
R1 47.06 47.06 44.68 46.33
PP 45.59 45.59 45.59 45.22
S1 42.81 42.81 43.90 42.08
S2 41.34 41.34 43.51
S3 37.09 38.56 43.12
S4 32.84 34.31 41.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.36 44.11 4.25 9.6% 1.75 3.9% 4% False True 417,035
10 48.36 42.58 5.78 13.1% 1.77 4.0% 30% False False 407,942
20 50.63 42.58 8.05 18.2% 1.68 3.8% 21% False False 358,334
40 51.42 42.58 8.84 20.0% 1.76 4.0% 19% False False 247,522
60 51.42 39.22 12.20 27.5% 1.98 4.5% 42% False False 203,220
80 53.06 39.22 13.84 31.2% 1.85 4.2% 37% False False 170,719
100 62.80 39.22 23.58 53.2% 1.84 4.1% 22% False False 148,142
120 63.12 39.22 23.90 54.0% 1.79 4.0% 21% False False 131,869
Crabel Price Patterns
NR False
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 0.30
Fibonacci Retracements and Extensions
4.250 52.14
2.618 49.65
1.618 48.12
1.000 47.17
0.618 46.59
HIGH 45.64
0.618 45.06
0.500 44.88
0.382 44.69
LOW 44.11
0.618 43.16
1.000 42.58
1.618 41.63
2.618 40.10
4.250 37.61
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 44.88 46.20
PP 44.68 45.56
S1 44.49 44.93

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.