NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 46.12 47.36 1.24 2.7% 44.15
High 47.75 47.36 -0.39 -0.8% 47.75
Low 45.77 45.56 -0.21 -0.5% 43.84
Close 47.62 45.88 -1.74 -3.7% 45.88
Range 1.98 1.80 -0.18 -9.1% 3.91
ATR 1.67 1.70 0.03 1.7% 0.00
Volume 761,943 688,191 -73,752 -9.7% 2,955,163
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.67 50.57 46.87
R3 49.87 48.77 46.38
R2 48.07 48.07 46.21
R1 46.97 46.97 46.05 46.62
PP 46.27 46.27 46.27 46.09
S1 45.17 45.17 45.72 44.82
S2 44.47 44.47 45.55
S3 42.67 43.37 45.39
S4 40.87 41.57 44.89
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 57.55 55.63 48.03
R3 53.64 51.72 46.96
R2 49.73 49.73 46.60
R1 47.81 47.81 46.24 48.77
PP 45.82 45.82 45.82 46.31
S1 43.90 43.90 45.52 44.86
S2 41.91 41.91 45.16
S3 38.00 39.99 44.80
S4 34.09 36.08 43.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.75 43.16 4.59 10.0% 1.92 4.2% 59% False False 706,415
10 48.46 43.00 5.46 11.9% 1.70 3.7% 53% False False 601,813
20 49.36 43.00 6.36 13.9% 1.55 3.4% 45% False False 517,502
40 49.36 39.96 9.40 20.5% 1.51 3.3% 63% False False 329,542
60 51.53 39.96 11.57 25.2% 1.64 3.6% 51% False False 237,304
80 53.02 39.96 13.06 28.5% 1.52 3.3% 45% False False 183,097
100 53.02 39.96 13.06 28.5% 1.53 3.3% 45% False False 150,625
120 53.02 39.08 13.94 30.4% 1.50 3.3% 49% False False 127,960
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.01
2.618 52.07
1.618 50.27
1.000 49.16
0.618 48.47
HIGH 47.36
0.618 46.67
0.500 46.46
0.382 46.25
LOW 45.56
0.618 44.45
1.000 43.76
1.618 42.65
2.618 40.85
4.250 37.91
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 46.46 46.15
PP 46.27 46.06
S1 46.07 45.97

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

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