NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 43.71 43.18 -0.53 -1.2% 45.57
High 43.75 44.15 0.40 0.9% 46.51
Low 42.74 43.12 0.38 0.9% 42.74
Close 43.03 43.30 0.27 0.6% 43.03
Range 1.01 1.03 0.02 2.0% 3.77
ATR 1.63 1.59 -0.04 -2.2% 0.00
Volume 231,191 129,857 -101,334 -43.8% 2,877,028
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 46.61 45.99 43.87
R3 45.58 44.96 43.58
R2 44.55 44.55 43.49
R1 43.93 43.93 43.39 44.24
PP 43.52 43.52 43.52 43.68
S1 42.90 42.90 43.21 43.21
S2 42.49 42.49 43.11
S3 41.46 41.87 43.02
S4 40.43 40.84 42.73
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 46.13 42.74 3.39 7.8% 1.28 3.0% 17% False False 452,373
10 47.75 42.74 5.01 11.6% 1.63 3.8% 11% False False 596,204
20 49.08 42.74 6.34 14.6% 1.55 3.6% 9% False False 561,324
40 49.36 39.96 9.40 21.7% 1.52 3.5% 36% False False 394,539
60 51.53 39.96 11.57 26.7% 1.61 3.7% 29% False False 283,906
80 53.02 39.96 13.06 30.2% 1.54 3.6% 26% False False 219,422
100 53.02 39.96 13.06 30.2% 1.51 3.5% 26% False False 179,628
120 53.02 39.08 13.94 32.2% 1.51 3.5% 30% False False 152,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.53
2.618 46.85
1.618 45.82
1.000 45.18
0.618 44.79
HIGH 44.15
0.618 43.76
0.500 43.64
0.382 43.51
LOW 43.12
0.618 42.48
1.000 42.09
1.618 41.45
2.618 40.42
4.250 38.74
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 43.64 43.54
PP 43.52 43.46
S1 43.41 43.38

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

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