NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 43.70 43.71 0.01 0.0% 45.57
High 44.34 43.75 -0.59 -1.3% 46.51
Low 43.26 42.74 -0.52 -1.2% 42.74
Close 43.91 43.03 -0.88 -2.0% 43.03
Range 1.08 1.01 -0.07 -6.5% 3.77
ATR 1.66 1.63 -0.04 -2.1% 0.00
Volume 537,185 231,191 -305,994 -57.0% 2,877,028
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 46.20 45.63 43.59
R3 45.19 44.62 43.31
R2 44.18 44.18 43.22
R1 43.61 43.61 43.12 43.39
PP 43.17 43.17 43.17 43.07
S1 42.60 42.60 42.94 42.38
S2 42.16 42.16 42.84
S3 41.15 41.59 42.75
S4 40.14 40.58 42.47
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.40 52.99 45.10
R3 51.63 49.22 44.07
R2 47.86 47.86 43.72
R1 45.45 45.45 43.38 44.77
PP 44.09 44.09 44.09 43.76
S1 41.68 41.68 42.68 41.00
S2 40.32 40.32 42.34
S3 36.55 37.91 41.99
S4 32.78 34.14 40.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.51 42.74 3.77 8.8% 1.43 3.3% 8% False True 575,405
10 47.75 42.74 5.01 11.6% 1.68 3.9% 6% False True 640,910
20 49.36 42.74 6.62 15.4% 1.54 3.6% 4% False True 582,610
40 49.36 39.96 9.40 21.8% 1.52 3.5% 33% False False 392,993
60 51.53 39.96 11.57 26.9% 1.61 3.8% 27% False False 282,289
80 53.02 39.96 13.06 30.4% 1.54 3.6% 24% False False 218,032
100 53.02 39.96 13.06 30.4% 1.52 3.5% 24% False False 178,474
120 53.02 39.08 13.94 32.4% 1.51 3.5% 28% False False 151,455
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 48.04
2.618 46.39
1.618 45.38
1.000 44.76
0.618 44.37
HIGH 43.75
0.618 43.36
0.500 43.25
0.382 43.13
LOW 42.74
0.618 42.12
1.000 41.73
1.618 41.11
2.618 40.10
4.250 38.45
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 43.25 44.04
PP 43.17 43.70
S1 43.10 43.37

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

View Archives - Comment on this page... - Back to Index of Symbols