NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 46.17 47.37 1.20 2.6% 47.53
High 47.78 47.63 -0.15 -0.3% 48.22
Low 45.62 45.88 0.26 0.6% 45.62
Close 47.68 46.47 -1.21 -2.5% 46.47
Range 2.16 1.75 -0.41 -19.0% 2.60
ATR 2.34 2.30 -0.04 -1.7% 0.00
Volume 41,517 34,727 -6,790 -16.4% 141,719
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 51.91 50.94 47.43
R3 50.16 49.19 46.95
R2 48.41 48.41 46.79
R1 47.44 47.44 46.63 47.05
PP 46.66 46.66 46.66 46.47
S1 45.69 45.69 46.31 45.30
S2 44.91 44.91 46.15
S3 43.16 43.94 45.99
S4 41.41 42.19 45.51
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.57 53.12 47.90
R3 51.97 50.52 47.19
R2 49.37 49.37 46.95
R1 47.92 47.92 46.71 47.35
PP 46.77 46.77 46.77 46.48
S1 45.32 45.32 46.23 44.75
S2 44.17 44.17 45.99
S3 41.57 42.72 45.76
S4 38.97 40.12 45.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.00 45.62 3.38 7.3% 1.95 4.2% 25% False False 32,561
10 51.74 44.40 7.34 15.8% 2.99 6.4% 28% False False 41,483
20 51.74 39.97 11.77 25.3% 2.36 5.1% 55% False False 38,275
40 53.60 39.97 13.63 29.3% 1.86 4.0% 48% False False 31,842
60 62.97 39.97 23.00 49.5% 1.81 3.9% 28% False False 25,502
80 63.32 39.97 23.35 50.2% 1.70 3.7% 28% False False 21,491
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.65
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.07
2.618 52.21
1.618 50.46
1.000 49.38
0.618 48.71
HIGH 47.63
0.618 46.96
0.500 46.76
0.382 46.55
LOW 45.88
0.618 44.80
1.000 44.13
1.618 43.05
2.618 41.30
4.250 38.44
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 46.76 46.89
PP 46.66 46.75
S1 46.57 46.61

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.