NYMEX Light Sweet Crude Oil Future June 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 38.66 41.02 2.36 6.1% 38.12
High 41.03 42.03 1.00 2.4% 41.03
Low 38.63 40.53 1.90 4.9% 36.57
Close 40.99 41.75 0.76 1.9% 40.99
Range 2.40 1.50 -0.90 -37.5% 4.46
ATR 1.68 1.67 -0.01 -0.8% 0.00
Volume 389,590 316,848 -72,742 -18.7% 1,291,857
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 45.94 45.34 42.58
R3 44.44 43.84 42.16
R2 42.94 42.94 42.03
R1 42.34 42.34 41.89 42.64
PP 41.44 41.44 41.44 41.59
S1 40.84 40.84 41.61 41.14
S2 39.94 39.94 41.48
S3 38.44 39.34 41.34
S4 36.94 37.84 40.93
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 52.91 51.41 43.44
R3 48.45 46.95 42.22
R2 43.99 43.99 41.81
R1 42.49 42.49 41.40 43.24
PP 39.53 39.53 39.53 39.91
S1 38.03 38.03 40.58 38.78
S2 35.07 35.07 40.17
S3 30.61 33.57 39.76
S4 26.15 29.11 38.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 42.03 36.57 5.46 13.1% 1.63 3.9% 95% True False 282,930
10 42.03 36.57 5.46 13.1% 1.61 3.9% 95% True False 214,289
20 43.17 36.57 6.60 15.8% 1.52 3.6% 78% False False 168,355
40 43.17 33.14 10.03 24.0% 1.68 4.0% 86% False False 135,387
60 43.17 30.79 12.38 29.7% 1.84 4.4% 89% False False 120,240
80 43.17 30.79 12.38 29.7% 1.75 4.2% 89% False False 99,100
100 48.02 30.79 17.23 41.3% 1.70 4.1% 64% False False 86,496
120 52.04 30.79 21.25 50.9% 1.65 3.9% 52% False False 76,547
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 48.41
2.618 45.96
1.618 44.46
1.000 43.53
0.618 42.96
HIGH 42.03
0.618 41.46
0.500 41.28
0.382 41.10
LOW 40.53
0.618 39.60
1.000 39.03
1.618 38.10
2.618 36.60
4.250 34.16
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 41.59 41.16
PP 41.44 40.57
S1 41.28 39.99

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.