NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 47.93 47.56 -0.37 -0.8% 46.75
High 48.23 48.31 0.08 0.2% 52.05
Low 47.25 46.62 -0.63 -1.3% 46.34
Close 47.96 47.69 -0.27 -0.6% 50.82
Range 0.98 1.69 0.71 72.4% 5.71
ATR 1.96 1.94 -0.02 -1.0% 0.00
Volume 56,180 79,644 23,464 41.8% 395,008
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 52.61 51.84 48.62
R3 50.92 50.15 48.15
R2 49.23 49.23 48.00
R1 48.46 48.46 47.84 48.85
PP 47.54 47.54 47.54 47.73
S1 46.77 46.77 47.54 47.16
S2 45.85 45.85 47.38
S3 44.16 45.08 47.23
S4 42.47 43.39 46.76
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 66.87 64.55 53.96
R3 61.16 58.84 52.39
R2 55.45 55.45 51.87
R1 53.13 53.13 51.34 54.29
PP 49.74 49.74 49.74 50.32
S1 47.42 47.42 50.30 48.58
S2 44.03 44.03 49.77
S3 38.32 41.71 49.25
S4 32.61 36.00 47.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.05 46.62 5.43 11.4% 1.86 3.9% 20% False True 84,212
10 52.05 45.12 6.93 14.5% 2.00 4.2% 37% False False 77,494
20 52.05 45.06 6.99 14.7% 1.85 3.9% 38% False False 59,308
40 52.05 39.97 12.08 25.3% 2.13 4.5% 64% False False 50,273
60 52.05 39.97 12.08 25.3% 1.89 4.0% 64% False False 42,949
80 62.97 39.97 23.00 48.2% 1.83 3.8% 34% False False 35,777
100 63.32 39.97 23.35 49.0% 1.73 3.6% 33% False False 30,472
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.49
2.618 52.73
1.618 51.04
1.000 50.00
0.618 49.35
HIGH 48.31
0.618 47.66
0.500 47.47
0.382 47.27
LOW 46.62
0.618 45.58
1.000 44.93
1.618 43.89
2.618 42.20
4.250 39.44
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 47.62 48.10
PP 47.54 47.96
S1 47.47 47.83

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.