NYMEX Light Sweet Crude Oil Future October 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 43.18 43.13 -0.05 -0.1% 45.57
High 44.15 44.05 -0.10 -0.2% 46.51
Low 43.12 42.55 -0.57 -1.3% 42.74
Close 43.30 43.44 0.14 0.3% 43.03
Range 1.03 1.50 0.47 45.6% 3.77
ATR 1.59 1.58 -0.01 -0.4% 0.00
Volume 129,857 31,004 -98,853 -76.1% 2,877,028
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.85 47.14 44.27
R3 46.35 45.64 43.85
R2 44.85 44.85 43.72
R1 44.14 44.14 43.58 44.50
PP 43.35 43.35 43.35 43.52
S1 42.64 42.64 43.30 43.00
S2 41.85 41.85 43.17
S3 40.35 41.14 43.03
S4 38.85 39.64 42.62
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 45.33 42.55 2.78 6.4% 1.31 3.0% 32% False True 327,019
10 47.75 42.55 5.20 12.0% 1.51 3.5% 17% False True 506,090
20 48.46 42.55 5.91 13.6% 1.54 3.5% 15% False True 537,111
40 49.36 39.96 9.40 21.6% 1.52 3.5% 37% False False 393,518
60 51.27 39.96 11.31 26.0% 1.58 3.6% 31% False False 283,417
80 53.02 39.96 13.06 30.1% 1.55 3.6% 27% False False 219,533
100 53.02 39.96 13.06 30.1% 1.52 3.5% 27% False False 179,805
120 53.02 39.08 13.94 32.1% 1.51 3.5% 31% False False 152,643
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.43
2.618 47.98
1.618 46.48
1.000 45.55
0.618 44.98
HIGH 44.05
0.618 43.48
0.500 43.30
0.382 43.12
LOW 42.55
0.618 41.62
1.000 41.05
1.618 40.12
2.618 38.62
4.250 36.18
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 43.39 43.41
PP 43.35 43.38
S1 43.30 43.35

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

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