NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 39.86 39.05 -0.81 -2.0% 40.26
High 40.07 39.84 -0.23 -0.6% 41.66
Low 39.03 38.72 -0.31 -0.8% 38.72
Close 39.30 39.00 -0.30 -0.8% 39.00
Range 1.04 1.12 0.08 7.7% 2.94
ATR 1.46 1.44 -0.02 -1.7% 0.00
Volume 22,162 13,239 -8,923 -40.3% 116,982
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 42.55 41.89 39.62
R3 41.43 40.77 39.31
R2 40.31 40.31 39.21
R1 39.65 39.65 39.10 39.42
PP 39.19 39.19 39.19 39.07
S1 38.53 38.53 38.90 38.30
S2 38.07 38.07 38.79
S3 36.95 37.41 38.69
S4 35.83 36.29 38.38
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 48.61 46.75 40.62
R3 45.67 43.81 39.81
R2 42.73 42.73 39.54
R1 40.87 40.87 39.27 40.33
PP 39.79 39.79 39.79 39.53
S1 37.93 37.93 38.73 37.39
S2 36.85 36.85 38.46
S3 33.91 34.99 38.19
S4 30.97 32.05 37.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 41.66 38.72 2.94 7.5% 1.41 3.6% 10% False True 23,396
10 44.08 38.72 5.36 13.7% 1.46 3.7% 5% False True 27,967
20 47.45 38.72 8.73 22.4% 1.45 3.7% 3% False True 22,692
40 51.63 38.72 12.91 33.1% 1.41 3.6% 2% False True 17,085
60 53.22 38.72 14.50 37.2% 1.35 3.5% 2% False True 14,125
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 44.60
2.618 42.77
1.618 41.65
1.000 40.96
0.618 40.53
HIGH 39.84
0.618 39.41
0.500 39.28
0.382 39.15
LOW 38.72
0.618 38.03
1.000 37.60
1.618 36.91
2.618 35.79
4.250 33.96
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 39.28 39.94
PP 39.19 39.62
S1 39.09 39.31

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.