NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 47.90 50.23 2.33 4.9% 50.79
High 50.20 51.39 1.19 2.4% 51.27
Low 47.90 50.11 2.21 4.6% 47.86
Close 49.95 51.37 1.42 2.8% 49.95
Range 2.30 1.28 -1.02 -44.3% 3.41
ATR 1.37 1.37 0.01 0.4% 0.00
Volume 17,239 16,082 -1,157 -6.7% 96,236
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 54.80 54.36 52.07
R3 53.52 53.08 51.72
R2 52.24 52.24 51.60
R1 51.80 51.80 51.49 52.02
PP 50.96 50.96 50.96 51.07
S1 50.52 50.52 51.25 50.74
S2 49.68 49.68 51.14
S3 48.40 49.24 51.02
S4 47.12 47.96 50.67
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 59.92 58.35 51.83
R3 56.51 54.94 50.89
R2 53.10 53.10 50.58
R1 51.53 51.53 50.26 50.61
PP 49.69 49.69 49.69 49.24
S1 48.12 48.12 49.64 47.20
S2 46.28 46.28 49.32
S3 42.87 44.71 49.01
S4 39.46 41.30 48.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.39 47.86 3.53 6.9% 1.43 2.8% 99% True False 18,679
10 53.39 47.86 5.53 10.8% 1.36 2.7% 63% False False 18,603
20 53.39 47.86 5.53 10.8% 1.21 2.4% 63% False False 16,123
40 53.39 45.25 8.14 15.8% 1.29 2.5% 75% False False 15,522
60 53.39 39.40 13.99 27.2% 1.30 2.5% 86% False False 14,287
Crabel Price Patterns
NR True
NR4 True
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 0.18
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.83
2.618 54.74
1.618 53.46
1.000 52.67
0.618 52.18
HIGH 51.39
0.618 50.90
0.500 50.75
0.382 50.60
LOW 50.11
0.618 49.32
1.000 48.83
1.618 48.04
2.618 46.76
4.250 44.67
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 51.16 50.79
PP 50.96 50.21
S1 50.75 49.63

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.