NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 47.20 47.76 0.56 1.2% 44.62
High 48.32 48.30 -0.02 0.0% 48.32
Low 46.60 47.04 0.44 0.9% 44.19
Close 47.83 48.24 0.41 0.9% 48.24
Range 1.72 1.26 -0.46 -26.7% 4.13
ATR 1.73 1.70 -0.03 -1.9% 0.00
Volume 702,649 496,515 -206,134 -29.3% 3,365,474
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.64 51.20 48.93
R3 50.38 49.94 48.59
R2 49.12 49.12 48.47
R1 48.68 48.68 48.36 48.90
PP 47.86 47.86 47.86 47.97
S1 47.42 47.42 48.12 47.64
S2 46.60 46.60 48.01
S3 45.34 46.16 47.89
S4 44.08 44.90 47.55
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.31 57.90 50.51
R3 55.18 53.77 49.38
R2 51.05 51.05 49.00
R1 49.64 49.64 48.62 50.35
PP 46.92 46.92 46.92 47.27
S1 45.51 45.51 47.86 46.22
S2 42.79 42.79 47.48
S3 38.66 41.38 47.10
S4 34.53 37.25 45.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.32 44.19 4.13 8.6% 1.92 4.0% 98% False False 673,094
10 48.32 43.06 5.26 10.9% 1.67 3.5% 98% False False 640,098
20 48.38 43.06 5.32 11.0% 1.67 3.5% 97% False False 466,692
40 50.00 42.63 7.37 15.3% 1.56 3.2% 76% False False 283,017
60 50.00 40.77 9.23 19.1% 1.52 3.1% 81% False False 202,582
80 53.39 40.77 12.62 26.2% 1.58 3.3% 59% False False 157,922
100 53.39 40.77 12.62 26.2% 1.50 3.1% 59% False False 129,305
120 53.39 40.77 12.62 26.2% 1.49 3.1% 59% False False 110,084
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.66
2.618 51.60
1.618 50.34
1.000 49.56
0.618 49.08
HIGH 48.30
0.618 47.82
0.500 47.67
0.382 47.52
LOW 47.04
0.618 46.26
1.000 45.78
1.618 45.00
2.618 43.74
4.250 41.69
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 48.05 47.61
PP 47.86 46.97
S1 47.67 46.34

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.