NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 44.15 44.85 0.70 1.6% 47.22
High 46.53 46.17 -0.36 -0.8% 47.49
Low 43.84 44.55 0.71 1.6% 43.00
Close 44.83 45.50 0.67 1.5% 44.44
Range 2.69 1.62 -1.07 -39.8% 4.49
ATR 1.62 1.62 0.00 0.0% 0.00
Volume 932,145 572,884 -359,261 -38.5% 2,504,628
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.27 49.50 46.39
R3 48.65 47.88 45.95
R2 47.03 47.03 45.80
R1 46.26 46.26 45.65 46.65
PP 45.41 45.41 45.41 45.60
S1 44.64 44.64 45.35 45.03
S2 43.79 43.79 45.20
S3 42.17 43.02 45.05
S4 40.55 41.40 44.61
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 46.53 43.00 3.53 7.8% 1.96 4.3% 71% False False 647,190
10 48.46 43.00 5.46 12.0% 1.56 3.4% 46% False False 563,031
20 49.36 41.85 7.51 16.5% 1.59 3.5% 49% False False 470,999
40 49.36 39.96 9.40 20.7% 1.49 3.3% 59% False False 297,389
60 51.53 39.96 11.57 25.4% 1.61 3.5% 48% False False 213,967
80 53.02 39.96 13.06 28.7% 1.51 3.3% 42% False False 165,582
100 53.02 39.96 13.06 28.7% 1.53 3.4% 42% False False 136,496
120 53.02 39.08 13.94 30.6% 1.48 3.3% 46% False False 116,169
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.06
2.618 50.41
1.618 48.79
1.000 47.79
0.618 47.17
HIGH 46.17
0.618 45.55
0.500 45.36
0.382 45.17
LOW 44.55
0.618 43.55
1.000 42.93
1.618 41.93
2.618 40.31
4.250 37.67
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 45.45 45.28
PP 45.41 45.06
S1 45.36 44.85

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

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