NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 44.81 43.52 -1.29 -2.9% 44.71
High 45.10 45.22 0.12 0.3% 46.78
Low 43.30 43.52 0.22 0.5% 43.83
Close 43.42 44.50 1.08 2.5% 45.00
Range 1.80 1.70 -0.10 -5.6% 2.95
ATR 1.44 1.46 0.03 1.8% 0.00
Volume 30,893 25,319 -5,574 -18.0% 83,243
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 49.51 48.71 45.44
R3 47.81 47.01 44.97
R2 46.11 46.11 44.81
R1 45.31 45.31 44.66 45.71
PP 44.41 44.41 44.41 44.62
S1 43.61 43.61 44.34 44.01
S2 42.71 42.71 44.19
S3 41.01 41.91 44.03
S4 39.31 40.21 43.57
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 54.05 52.48 46.62
R3 51.10 49.53 45.81
R2 48.15 48.15 45.54
R1 46.58 46.58 45.27 47.37
PP 45.20 45.20 45.20 45.60
S1 43.63 43.63 44.73 44.42
S2 42.25 42.25 44.46
S3 39.30 40.68 44.19
S4 36.35 37.73 43.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.46 43.30 3.16 7.1% 1.41 3.2% 38% False False 21,362
10 46.78 43.30 3.48 7.8% 1.42 3.2% 34% False False 23,082
20 49.46 43.30 6.16 13.8% 1.38 3.1% 19% False False 21,774
40 53.35 43.30 10.05 22.6% 1.42 3.2% 12% False False 17,833
60 53.35 43.30 10.05 22.6% 1.46 3.3% 12% False False 14,894
80 53.50 41.93 11.57 26.0% 1.58 3.6% 22% False False 13,183
Crabel Price Patterns
NR True
NR4 False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.45
2.618 49.67
1.618 47.97
1.000 46.92
0.618 46.27
HIGH 45.22
0.618 44.57
0.500 44.37
0.382 44.17
LOW 43.52
0.618 42.47
1.000 41.82
1.618 40.77
2.618 39.07
4.250 36.30
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 44.46 44.42
PP 44.41 44.34
S1 44.37 44.26

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.