NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 46.06 45.00 -1.06 -2.3% 44.15
High 46.13 45.33 -0.80 -1.7% 47.75
Low 44.77 43.42 -1.35 -3.0% 43.84
Close 44.90 43.58 -1.32 -2.9% 45.88
Range 1.36 1.91 0.55 40.4% 3.91
ATR 1.69 1.70 0.02 0.9% 0.00
Volume 657,775 705,861 48,086 7.3% 2,955,163
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.84 48.62 44.63
R3 47.93 46.71 44.11
R2 46.02 46.02 43.93
R1 44.80 44.80 43.76 44.46
PP 44.11 44.11 44.11 43.94
S1 42.89 42.89 43.40 42.55
S2 42.20 42.20 43.23
S3 40.29 40.98 43.05
S4 38.38 39.07 42.53
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 43.42 4.33 9.9% 1.77 4.1% 4% False True 711,757
10 47.75 43.00 4.75 10.9% 1.86 4.3% 12% False False 679,474
20 49.36 43.00 6.36 14.6% 1.58 3.6% 9% False False 587,813
40 49.36 39.96 9.40 21.6% 1.55 3.6% 39% False False 378,194
60 51.53 39.96 11.57 26.5% 1.64 3.8% 31% False False 271,170
80 53.02 39.96 13.06 30.0% 1.54 3.5% 28% False False 208,883
100 53.02 39.96 13.06 30.0% 1.53 3.5% 28% False False 171,104
120 53.02 39.08 13.94 32.0% 1.51 3.5% 32% False False 145,179
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.45
2.618 50.33
1.618 48.42
1.000 47.24
0.618 46.51
HIGH 45.33
0.618 44.60
0.500 44.38
0.382 44.15
LOW 43.42
0.618 42.24
1.000 41.51
1.618 40.33
2.618 38.42
4.250 35.30
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 44.38 44.97
PP 44.11 44.50
S1 43.85 44.04

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

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