NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 49.23 48.03 -1.20 -2.4% 51.29
High 49.23 48.24 -0.99 -2.0% 51.85
Low 47.64 47.20 -0.44 -0.9% 47.38
Close 47.68 47.71 0.03 0.1% 49.19
Range 1.59 1.04 -0.55 -34.6% 4.47
ATR 1.80 1.75 -0.05 -3.0% 0.00
Volume 35,637 43,377 7,740 21.7% 142,387
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 50.84 50.31 48.28
R3 49.80 49.27 48.00
R2 48.76 48.76 47.90
R1 48.23 48.23 47.81 47.98
PP 47.72 47.72 47.72 47.59
S1 47.19 47.19 47.61 46.94
S2 46.68 46.68 47.52
S3 45.64 46.15 47.42
S4 44.60 45.11 47.14
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 62.88 60.51 51.65
R3 58.41 56.04 50.42
R2 53.94 53.94 50.01
R1 51.57 51.57 49.60 50.52
PP 49.47 49.47 49.47 48.95
S1 47.10 47.10 48.78 46.05
S2 45.00 45.00 48.37
S3 40.53 42.63 47.96
S4 36.06 38.16 46.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.38 47.20 2.18 4.6% 1.27 2.7% 23% False True 32,889
10 52.60 47.20 5.40 11.3% 1.67 3.5% 9% False True 33,304
20 52.60 45.73 6.87 14.4% 1.70 3.6% 29% False False 26,964
40 52.60 41.45 11.15 23.4% 1.99 4.2% 56% False False 24,452
60 52.60 40.67 11.93 25.0% 1.78 3.7% 59% False False 21,029
80 61.44 40.67 20.77 43.5% 1.73 3.6% 34% False False 17,328
Crabel Price Patterns
NR True
NR4 True
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.66
2.618 50.96
1.618 49.92
1.000 49.28
0.618 48.88
HIGH 48.24
0.618 47.84
0.500 47.72
0.382 47.60
LOW 47.20
0.618 46.56
1.000 46.16
1.618 45.52
2.618 44.48
4.250 42.78
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 47.72 48.29
PP 47.72 48.10
S1 47.71 47.90

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.