NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 37.27 36.63 -0.64 -1.7% 40.10
High 37.54 36.84 -0.70 -1.9% 40.15
Low 36.38 35.16 -1.22 -3.4% 35.16
Close 36.76 35.62 -1.14 -3.1% 35.62
Range 1.16 1.68 0.52 44.8% 4.99
ATR 1.75 1.74 0.00 -0.3% 0.00
Volume 513,940 505,406 -8,534 -1.7% 3,068,109
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 40.91 39.95 36.54
R3 39.23 38.27 36.08
R2 37.55 37.55 35.93
R1 36.59 36.59 35.77 36.23
PP 35.87 35.87 35.87 35.70
S1 34.91 34.91 35.47 34.55
S2 34.19 34.19 35.31
S3 32.51 33.23 35.16
S4 30.83 31.55 34.70
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 51.95 48.77 38.36
R3 46.96 43.78 36.99
R2 41.97 41.97 36.53
R1 38.79 38.79 36.08 37.89
PP 36.98 36.98 36.98 36.52
S1 33.80 33.80 35.16 32.90
S2 31.99 31.99 34.71
S3 27.00 28.81 34.25
S4 22.01 23.82 32.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 40.15 35.16 4.99 14.0% 1.91 5.4% 9% False True 613,621
10 42.61 35.16 7.45 20.9% 1.80 5.0% 6% False True 540,608
20 43.53 35.16 8.37 23.5% 1.72 4.8% 5% False True 457,766
40 49.23 35.16 14.07 39.5% 1.63 4.6% 3% False True 292,500
60 52.05 35.16 16.89 47.4% 1.71 4.8% 3% False True 214,769
80 52.05 35.16 16.89 47.4% 1.88 5.3% 3% False True 171,386
100 52.05 35.16 16.89 47.4% 1.79 5.0% 3% False True 142,769
120 62.97 35.16 27.81 78.1% 1.76 4.9% 2% False True 121,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 43.98
2.618 41.24
1.618 39.56
1.000 38.52
0.618 37.88
HIGH 36.84
0.618 36.20
0.500 36.00
0.382 35.80
LOW 35.16
0.618 34.12
1.000 33.48
1.618 32.44
2.618 30.76
4.250 28.02
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 36.00 37.08
PP 35.87 36.59
S1 35.75 36.11

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.