NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 47.50 50.18 2.68 5.6% 42.42
High 51.74 50.95 -0.79 -1.5% 48.43
Low 46.11 46.20 0.09 0.2% 39.97
Close 51.63 47.40 -4.23 -8.2% 47.72
Range 5.63 4.75 -0.88 -15.6% 8.46
ATR 2.16 2.40 0.23 10.8% 0.00
Volume 58,686 61,104 2,418 4.1% 186,346
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 62.43 59.67 50.01
R3 57.68 54.92 48.71
R2 52.93 52.93 48.27
R1 50.17 50.17 47.84 49.18
PP 48.18 48.18 48.18 47.69
S1 45.42 45.42 46.96 44.43
S2 43.43 43.43 46.53
S3 38.68 40.67 46.09
S4 33.93 35.92 44.79
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 70.75 67.70 52.37
R3 62.29 59.24 50.05
R2 53.83 53.83 49.27
R1 50.78 50.78 48.50 52.31
PP 45.37 45.37 45.37 46.14
S1 42.32 42.32 46.94 43.85
S2 36.91 36.91 46.17
S3 28.45 33.86 45.39
S4 19.99 25.40 43.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.74 40.86 10.88 23.0% 3.87 8.2% 60% False False 46,190
10 51.74 39.97 11.77 24.8% 2.87 6.0% 63% False False 41,897
20 51.74 39.97 11.77 24.8% 2.11 4.5% 63% False False 39,181
40 56.10 39.97 16.13 34.0% 1.79 3.8% 46% False False 28,323
60 63.32 39.97 23.35 49.3% 1.69 3.6% 32% False False 22,257
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 71.14
2.618 63.39
1.618 58.64
1.000 55.70
0.618 53.89
HIGH 50.95
0.618 49.14
0.500 48.58
0.382 48.01
LOW 46.20
0.618 43.26
1.000 41.45
1.618 38.51
2.618 33.76
4.250 26.01
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 48.58 48.07
PP 48.18 47.85
S1 47.79 47.62

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.