NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 46.26 45.92 -0.34 -0.7% 48.10
High 46.79 46.38 -0.41 -0.9% 50.02
Low 45.74 44.90 -0.84 -1.8% 46.20
Close 46.36 45.13 -1.23 -2.7% 46.33
Range 1.05 1.48 0.43 41.0% 3.82
ATR 1.60 1.59 -0.01 -0.5% 0.00
Volume 45,384 68,717 23,333 51.4% 211,297
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.91 49.00 45.94
R3 48.43 47.52 45.54
R2 46.95 46.95 45.40
R1 46.04 46.04 45.27 45.76
PP 45.47 45.47 45.47 45.33
S1 44.56 44.56 44.99 44.28
S2 43.99 43.99 44.86
S3 42.51 43.08 44.72
S4 41.03 41.60 44.32
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 58.98 56.47 48.43
R3 55.16 52.65 47.38
R2 51.34 51.34 47.03
R1 48.83 48.83 46.68 48.18
PP 47.52 47.52 47.52 47.19
S1 45.01 45.01 45.98 44.36
S2 43.70 43.70 45.63
S3 39.88 41.19 45.28
S4 36.06 37.37 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.30 44.90 3.40 7.5% 1.30 2.9% 7% False True 63,481
10 50.02 44.90 5.12 11.3% 1.51 3.3% 4% False True 48,404
20 50.02 44.36 5.66 12.5% 1.48 3.3% 14% False False 43,046
40 52.60 44.36 8.24 18.3% 1.62 3.6% 9% False False 33,337
60 52.60 40.67 11.93 26.4% 1.85 4.1% 37% False False 29,553
80 53.42 40.67 12.75 28.3% 1.70 3.8% 35% False False 25,160
100 63.11 40.67 22.44 49.7% 1.67 3.7% 20% False False 21,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
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 5 trading days
Fibonacci Retracements and Extensions
4.250 52.67
2.618 50.25
1.618 48.77
1.000 47.86
0.618 47.29
HIGH 46.38
0.618 45.81
0.500 45.64
0.382 45.47
LOW 44.90
0.618 43.99
1.000 43.42
1.618 42.51
2.618 41.03
4.250 38.61
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 45.64 46.03
PP 45.47 45.73
S1 45.30 45.43

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.