NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 44.69 44.30 -0.39 -0.9% 48.39
High 44.81 47.08 2.27 5.1% 48.67
Low 43.52 43.98 0.46 1.1% 45.01
Close 44.12 46.82 2.70 6.1% 45.47
Range 1.29 3.10 1.81 140.3% 3.66
ATR 1.68 1.78 0.10 6.1% 0.00
Volume 86,545 106,680 20,135 23.3% 495,231
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.26 54.14 48.53
R3 52.16 51.04 47.67
R2 49.06 49.06 47.39
R1 47.94 47.94 47.10 48.50
PP 45.96 45.96 45.96 46.24
S1 44.84 44.84 46.54 45.40
S2 42.86 42.86 46.25
S3 39.76 41.74 45.97
S4 36.66 38.64 45.12
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 47.08 43.52 3.56 7.6% 1.67 3.6% 93% True False 94,979
10 48.72 43.52 5.20 11.1% 1.53 3.3% 63% False False 90,516
20 52.05 43.52 8.53 18.2% 1.80 3.8% 39% False False 83,171
40 52.05 43.52 8.53 18.2% 1.81 3.9% 39% False False 61,208
60 52.05 39.97 12.08 25.8% 1.91 4.1% 57% False False 53,865
80 56.10 39.97 16.13 34.5% 1.80 3.8% 42% False False 44,765
100 63.32 39.97 23.35 49.9% 1.74 3.7% 29% False False 37,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 60.26
2.618 55.20
1.618 52.10
1.000 50.18
0.618 49.00
HIGH 47.08
0.618 45.90
0.500 45.53
0.382 45.16
LOW 43.98
0.618 42.06
1.000 40.88
1.618 38.96
2.618 35.86
4.250 30.81
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 46.39 46.31
PP 45.96 45.81
S1 45.53 45.30

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.