NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 45.39 45.64 0.25 0.6% 43.94
High 45.71 45.66 -0.05 -0.1% 45.93
Low 44.35 44.06 -0.29 -0.7% 42.94
Close 45.46 44.10 -1.36 -3.0% 44.10
Range 1.36 1.60 0.24 17.6% 2.99
ATR 1.55 1.55 0.00 0.2% 0.00
Volume 44,920 26,792 -18,128 -40.4% 201,445
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 49.41 48.35 44.98
R3 47.81 46.75 44.54
R2 46.21 46.21 44.39
R1 45.15 45.15 44.25 44.88
PP 44.61 44.61 44.61 44.47
S1 43.55 43.55 43.95 43.28
S2 43.01 43.01 43.81
S3 41.41 41.95 43.66
S4 39.81 40.35 43.22
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 53.29 51.69 45.74
R3 50.30 48.70 44.92
R2 47.31 47.31 44.65
R1 45.71 45.71 44.37 46.51
PP 44.32 44.32 44.32 44.73
S1 42.72 42.72 43.83 43.52
S2 41.33 41.33 43.55
S3 38.34 39.73 43.28
S4 35.35 36.74 42.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.93 42.94 2.99 6.8% 1.62 3.7% 39% False False 51,632
10 45.93 42.94 2.99 6.8% 1.54 3.5% 39% False False 54,679
20 50.70 42.94 7.76 17.6% 1.52 3.4% 15% False False 48,226
40 53.01 42.94 10.07 22.8% 1.58 3.6% 12% False False 41,882
60 53.01 42.94 10.07 22.8% 1.60 3.6% 12% False False 35,849
80 53.08 41.25 11.83 26.8% 1.73 3.9% 24% False False 33,061
100 56.63 41.25 15.38 34.9% 1.64 3.7% 19% False False 28,601
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 True
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.46
2.618 49.85
1.618 48.25
1.000 47.26
0.618 46.65
HIGH 45.66
0.618 45.05
0.500 44.86
0.382 44.67
LOW 44.06
0.618 43.07
1.000 42.46
1.618 41.47
2.618 39.87
4.250 37.26
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 44.86 45.00
PP 44.61 44.70
S1 44.35 44.40

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.