NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 47.74 45.99 -1.75 -3.7% 46.64
High 48.42 46.44 -1.98 -4.1% 48.96
Low 45.77 45.06 -0.71 -1.6% 45.30
Close 45.82 46.18 0.36 0.8% 46.17
Range 2.65 1.38 -1.27 -47.9% 3.66
ATR 2.13 2.08 -0.05 -2.5% 0.00
Volume 38,338 51,047 12,709 33.1% 208,953
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.03 49.49 46.94
R3 48.65 48.11 46.56
R2 47.27 47.27 46.43
R1 46.73 46.73 46.31 47.00
PP 45.89 45.89 45.89 46.03
S1 45.35 45.35 46.05 45.62
S2 44.51 44.51 45.93
S3 43.13 43.97 45.80
S4 41.75 42.59 45.42
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.79 55.64 48.18
R3 54.13 51.98 47.18
R2 50.47 50.47 46.84
R1 48.32 48.32 46.51 47.57
PP 46.81 46.81 46.81 46.43
S1 44.66 44.66 45.83 43.91
S2 43.15 43.15 45.50
S3 39.49 41.00 45.16
S4 35.83 37.34 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.42 45.06 3.36 7.3% 1.93 4.2% 33% False True 35,775
10 48.96 45.06 3.90 8.4% 1.77 3.8% 29% False True 39,007
20 51.74 41.44 10.30 22.3% 2.49 5.4% 46% False False 40,397
40 51.74 39.97 11.77 25.5% 1.97 4.3% 53% False False 37,004
60 60.46 39.97 20.49 44.4% 1.88 4.1% 30% False False 30,227
80 63.32 39.97 23.35 50.6% 1.73 3.8% 27% False False 24,787
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.31
2.618 50.05
1.618 48.67
1.000 47.82
0.618 47.29
HIGH 46.44
0.618 45.91
0.500 45.75
0.382 45.59
LOW 45.06
0.618 44.21
1.000 43.68
1.618 42.83
2.618 41.45
4.250 39.20
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 46.04 46.74
PP 45.89 46.55
S1 45.75 46.37

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.