NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 53.09 52.50 -0.59 -1.1% 54.54
High 53.35 53.60 0.25 0.5% 55.70
Low 52.42 52.36 -0.06 -0.1% 52.50
Close 52.65 53.15 0.50 0.9% 53.20
Range 0.93 1.24 0.31 33.3% 3.20
ATR 1.63 1.61 -0.03 -1.7% 0.00
Volume 14,079 17,383 3,304 23.5% 77,345
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.76 56.19 53.83
R3 55.52 54.95 53.49
R2 54.28 54.28 53.38
R1 53.71 53.71 53.26 54.00
PP 53.04 53.04 53.04 53.18
S1 52.47 52.47 53.04 52.76
S2 51.80 51.80 52.92
S3 50.56 51.23 52.81
S4 49.32 49.99 52.47
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.40 61.50 54.96
R3 60.20 58.30 54.08
R2 57.00 57.00 53.79
R1 55.10 55.10 53.49 54.45
PP 53.80 53.80 53.80 53.48
S1 51.90 51.90 52.91 51.25
S2 50.60 50.60 52.61
S3 47.40 48.70 52.32
S4 44.20 45.50 51.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.64 52.36 3.28 6.2% 1.26 2.4% 24% False True 13,579
10 56.10 52.36 3.74 7.0% 1.55 2.9% 21% False True 15,818
20 62.97 52.36 10.61 20.0% 1.65 3.1% 7% False True 13,697
40 63.32 52.36 10.96 20.6% 1.53 2.9% 7% False True 11,408
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 56.85
1.618 55.61
1.000 54.84
0.618 54.37
HIGH 53.60
0.618 53.13
0.500 52.98
0.382 52.83
LOW 52.36
0.618 51.59
1.000 51.12
1.618 50.35
2.618 49.11
4.250 47.09
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 53.09 53.09
PP 53.04 53.04
S1 52.98 52.98

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.