NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 46.19 45.62 -0.57 -1.2% 48.39
High 46.54 45.82 -0.72 -1.5% 48.67
Low 45.01 44.55 -0.46 -1.0% 45.01
Close 45.47 44.90 -0.57 -1.3% 45.47
Range 1.53 1.27 -0.26 -17.0% 3.66
ATR 1.73 1.70 -0.03 -1.9% 0.00
Volume 119,697 68,537 -51,160 -42.7% 495,231
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 48.90 48.17 45.60
R3 47.63 46.90 45.25
R2 46.36 46.36 45.13
R1 45.63 45.63 45.02 45.36
PP 45.09 45.09 45.09 44.96
S1 44.36 44.36 44.78 44.09
S2 43.82 43.82 44.67
S3 42.55 43.09 44.55
S4 41.28 41.82 44.20
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 57.36 55.08 47.48
R3 53.70 51.42 46.48
R2 50.04 50.04 46.14
R1 47.76 47.76 45.81 47.07
PP 46.38 46.38 46.38 46.04
S1 44.10 44.10 45.13 43.41
S2 42.72 42.72 44.80
S3 39.06 40.44 44.46
S4 35.40 36.78 43.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.59 44.55 3.04 6.8% 1.25 2.8% 12% False True 94,151
10 49.57 44.55 5.02 11.2% 1.38 3.1% 7% False True 87,663
20 52.05 44.55 7.50 16.7% 1.70 3.8% 5% False True 77,051
40 52.05 44.55 7.50 16.7% 1.96 4.4% 5% False True 59,372
60 52.05 39.97 12.08 26.9% 1.88 4.2% 41% False False 51,256
80 58.67 39.97 18.70 41.6% 1.83 4.1% 26% False False 42,786
100 63.32 39.97 23.35 52.0% 1.72 3.8% 21% False False 36,090
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.22
2.618 49.14
1.618 47.87
1.000 47.09
0.618 46.60
HIGH 45.82
0.618 45.33
0.500 45.19
0.382 45.04
LOW 44.55
0.618 43.77
1.000 43.28
1.618 42.50
2.618 41.23
4.250 39.15
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 45.19 45.68
PP 45.09 45.42
S1 45.00 45.16

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.