NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 46.21 46.66 0.45 1.0% 44.76
High 47.07 46.69 -0.38 -0.8% 48.38
Low 45.32 45.36 0.04 0.1% 44.47
Close 46.84 45.48 -1.36 -2.9% 46.46
Range 1.75 1.33 -0.42 -24.0% 3.91
ATR 1.69 1.68 -0.02 -0.9% 0.00
Volume 315,831 319,462 3,631 1.1% 1,003,494
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.83 48.99 46.21
R3 48.50 47.66 45.85
R2 47.17 47.17 45.72
R1 46.33 46.33 45.60 46.09
PP 45.84 45.84 45.84 45.72
S1 45.00 45.00 45.36 44.76
S2 44.51 44.51 45.24
S3 43.18 43.67 45.11
S4 41.85 42.34 44.75
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.17 56.22 48.61
R3 54.26 52.31 47.54
R2 50.35 50.35 47.18
R1 48.40 48.40 46.82 49.38
PP 46.44 46.44 46.44 46.92
S1 44.49 44.49 46.10 45.47
S2 42.53 42.53 45.74
S3 38.62 40.58 45.38
S4 34.71 36.67 44.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 45.19 3.19 7.0% 1.70 3.7% 9% False False 274,899
10 48.38 43.59 4.79 10.5% 1.80 4.0% 39% False False 219,794
20 50.00 43.59 6.41 14.1% 1.54 3.4% 29% False False 154,647
40 50.00 40.77 9.23 20.3% 1.51 3.3% 51% False False 107,818
60 52.00 40.77 11.23 24.7% 1.60 3.5% 42% False False 82,199
80 53.39 40.77 12.62 27.7% 1.50 3.3% 37% False False 65,618
100 53.39 40.77 12.62 27.7% 1.47 3.2% 37% False False 55,457
120 53.39 39.40 13.99 30.8% 1.45 3.2% 43% False False 48,177
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 52.34
2.618 50.17
1.618 48.84
1.000 48.02
0.618 47.51
HIGH 46.69
0.618 46.18
0.500 46.03
0.382 45.87
LOW 45.36
0.618 44.54
1.000 44.03
1.618 43.21
2.618 41.88
4.250 39.71
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 46.03 46.66
PP 45.84 46.26
S1 45.66 45.87

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.