NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 36.15 35.90 -0.25 -0.7% 36.99
High 36.94 36.10 -0.84 -2.3% 39.13
Low 35.68 35.35 -0.33 -0.9% 35.68
Close 36.06 35.81 -0.25 -0.7% 36.06
Range 1.26 0.75 -0.51 -40.5% 3.45
ATR 1.64 1.58 -0.06 -3.9% 0.00
Volume 402,547 298,080 -104,467 -26.0% 1,503,981
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 38.00 37.66 36.22
R3 37.25 36.91 36.02
R2 36.50 36.50 35.95
R1 36.16 36.16 35.88 35.96
PP 35.75 35.75 35.75 35.65
S1 35.41 35.41 35.74 35.21
S2 35.00 35.00 35.67
S3 34.25 34.66 35.60
S4 33.50 33.91 35.40
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 47.31 45.13 37.96
R3 43.86 41.68 37.01
R2 40.41 40.41 36.69
R1 38.23 38.23 36.38 37.60
PP 36.96 36.96 36.96 36.64
S1 34.78 34.78 35.74 34.15
S2 33.51 33.51 35.43
S3 30.06 31.33 35.11
S4 26.61 27.88 34.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 39.13 35.35 3.78 10.6% 1.38 3.9% 12% False True 313,460
10 40.34 35.35 4.99 13.9% 1.53 4.3% 9% False True 287,803
20 44.82 35.35 9.47 26.4% 1.64 4.6% 5% False True 200,270
40 50.02 35.35 14.67 41.0% 1.60 4.5% 3% False True 129,707
60 52.60 35.35 17.25 48.2% 1.61 4.5% 3% False True 96,571
80 52.60 35.35 17.25 48.2% 1.77 4.9% 3% False True 78,014
100 52.60 35.35 17.25 48.2% 1.71 4.8% 3% False True 65,536
120 60.00 35.35 24.65 68.8% 1.69 4.7% 2% False True 55,789
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Narrowest range in 89 trading days
Fibonacci Retracements and Extensions
4.250 39.29
2.618 38.06
1.618 37.31
1.000 36.85
0.618 36.56
HIGH 36.10
0.618 35.81
0.500 35.73
0.382 35.64
LOW 35.35
0.618 34.89
1.000 34.60
1.618 34.14
2.618 33.39
4.250 32.16
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 35.78 36.22
PP 35.75 36.08
S1 35.73 35.95

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.