NYMEX Light Sweet Crude Oil Future November 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 46.66 45.60 -1.06 -2.3% 44.76
High 46.69 45.87 -0.82 -1.8% 48.38
Low 45.36 44.00 -1.36 -3.0% 44.47
Close 45.48 44.15 -1.33 -2.9% 46.46
Range 1.33 1.87 0.54 40.6% 3.91
ATR 1.68 1.69 0.01 0.8% 0.00
Volume 319,462 350,533 31,071 9.7% 1,003,494
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.28 49.09 45.18
R3 48.41 47.22 44.66
R2 46.54 46.54 44.49
R1 45.35 45.35 44.32 45.01
PP 44.67 44.67 44.67 44.51
S1 43.48 43.48 43.98 43.14
S2 42.80 42.80 43.81
S3 40.93 41.61 43.64
S4 39.06 39.74 43.12
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.17 56.22 48.61
R3 54.26 52.31 47.54
R2 50.35 50.35 47.18
R1 48.40 48.40 46.82 49.38
PP 46.44 46.44 46.44 46.92
S1 44.49 44.49 46.10 45.47
S2 42.53 42.53 45.74
S3 38.62 40.58 45.38
S4 34.71 36.67 44.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 44.00 4.38 9.9% 1.75 4.0% 3% False True 314,446
10 48.38 43.59 4.79 10.8% 1.86 4.2% 12% False False 243,277
20 50.00 43.59 6.41 14.5% 1.57 3.6% 9% False False 169,435
40 50.00 40.77 9.23 20.9% 1.53 3.5% 37% False False 115,850
60 52.00 40.77 11.23 25.4% 1.61 3.6% 30% False False 87,773
80 53.39 40.77 12.62 28.6% 1.51 3.4% 27% False False 69,860
100 53.39 40.77 12.62 28.6% 1.48 3.4% 27% False False 58,873
120 53.39 39.40 13.99 31.7% 1.46 3.3% 34% False False 51,030
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 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 53.82
2.618 50.77
1.618 48.90
1.000 47.74
0.618 47.03
HIGH 45.87
0.618 45.16
0.500 44.94
0.382 44.71
LOW 44.00
0.618 42.84
1.000 42.13
1.618 40.97
2.618 39.10
4.250 36.05
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 44.94 45.54
PP 44.67 45.07
S1 44.41 44.61

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

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