NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 47.48 47.06 -0.42 -0.9% 50.25
High 47.48 49.54 2.06 4.3% 50.35
Low 46.46 46.77 0.31 0.7% 48.00
Close 46.78 49.37 2.59 5.5% 48.13
Range 1.02 2.77 1.75 171.6% 2.35
ATR 1.36 1.46 0.10 7.4% 0.00
Volume 8,223 14,859 6,636 80.7% 41,695
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 56.87 55.89 50.89
R3 54.10 53.12 50.13
R2 51.33 51.33 49.88
R1 50.35 50.35 49.62 50.84
PP 48.56 48.56 48.56 48.81
S1 47.58 47.58 49.12 48.07
S2 45.79 45.79 48.86
S3 43.02 44.81 48.61
S4 40.25 42.04 47.85
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 55.88 54.35 49.42
R3 53.53 52.00 48.78
R2 51.18 51.18 48.56
R1 49.65 49.65 48.35 49.24
PP 48.83 48.83 48.83 48.62
S1 47.30 47.30 47.91 46.89
S2 46.48 46.48 47.70
S3 44.13 44.95 47.48
S4 41.78 42.60 46.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.54 46.46 3.08 6.2% 1.41 2.8% 94% True False 9,394
10 50.69 46.46 4.23 8.6% 1.18 2.4% 69% False False 8,564
20 53.22 46.46 6.76 13.7% 1.36 2.7% 43% False False 9,030
40 53.22 46.46 6.76 13.7% 1.37 2.8% 43% False False 6,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 61.31
2.618 56.79
1.618 54.02
1.000 52.31
0.618 51.25
HIGH 49.54
0.618 48.48
0.500 48.16
0.382 47.83
LOW 46.77
0.618 45.06
1.000 44.00
1.618 42.29
2.618 39.52
4.250 35.00
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 48.97 48.91
PP 48.56 48.46
S1 48.16 48.00

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.