NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 43.55 44.15 0.60 1.4% 47.22
High 44.67 46.53 1.86 4.2% 47.49
Low 43.16 43.84 0.68 1.6% 43.00
Close 44.44 44.83 0.39 0.9% 44.44
Range 1.51 2.69 1.18 78.1% 4.49
ATR 1.54 1.62 0.08 5.3% 0.00
Volume 576,915 932,145 355,230 61.6% 2,504,628
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.14 51.67 46.31
R3 50.45 48.98 45.57
R2 47.76 47.76 45.32
R1 46.29 46.29 45.08 47.03
PP 45.07 45.07 45.07 45.43
S1 43.60 43.60 44.58 44.34
S2 42.38 42.38 44.34
S3 39.69 40.91 44.09
S4 37.00 38.22 43.35
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.45 55.93 46.91
R3 53.96 51.44 45.67
R2 49.47 49.47 45.26
R1 46.95 46.95 44.85 45.97
PP 44.98 44.98 44.98 44.48
S1 42.46 42.46 44.03 41.48
S2 40.49 40.49 43.62
S3 36.00 37.97 43.21
S4 31.51 33.48 41.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.49 43.00 4.49 10.0% 1.89 4.2% 41% False False 625,503
10 48.46 43.00 5.46 12.2% 1.57 3.5% 34% False False 568,133
20 49.36 41.85 7.51 16.8% 1.56 3.5% 40% False False 454,532
40 49.36 39.96 9.40 21.0% 1.51 3.4% 52% False False 285,436
60 51.53 39.96 11.57 25.8% 1.60 3.6% 42% False False 204,823
80 53.02 39.96 13.06 29.1% 1.49 3.3% 37% False False 158,627
100 53.02 39.96 13.06 29.1% 1.53 3.4% 37% False False 130,913
120 53.02 39.08 13.94 31.1% 1.48 3.3% 41% False False 111,572
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 0.34
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 57.96
2.618 53.57
1.618 50.88
1.000 49.22
0.618 48.19
HIGH 46.53
0.618 45.50
0.500 45.19
0.382 44.87
LOW 43.84
0.618 42.18
1.000 41.15
1.618 39.49
2.618 36.80
4.250 32.41
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 45.19 44.81
PP 45.07 44.79
S1 44.95 44.77

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These figures are updated between 7pm and 10pm EST after a trading day.

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