NYMEX Light Sweet Crude Oil Future November 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 43.70 43.74 0.04 0.1% 46.21
High 44.70 44.59 -0.11 -0.2% 47.07
Low 43.66 43.06 -0.60 -1.4% 43.35
Close 43.86 44.05 0.19 0.4% 43.62
Range 1.04 1.53 0.49 47.1% 3.72
ATR 1.58 1.57 0.00 -0.2% 0.00
Volume 515,314 694,130 178,816 34.7% 1,799,768
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.49 47.80 44.89
R3 46.96 46.27 44.47
R2 45.43 45.43 44.33
R1 44.74 44.74 44.19 45.09
PP 43.90 43.90 43.90 44.07
S1 43.21 43.21 43.91 43.56
S2 42.37 42.37 43.77
S3 40.84 41.68 43.63
S4 39.31 40.15 43.21
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.84 53.45 45.67
R3 52.12 49.73 44.64
R2 48.40 48.40 44.30
R1 46.01 46.01 43.96 45.35
PP 44.68 44.68 44.68 44.35
S1 42.29 42.29 43.28 41.63
S2 40.96 40.96 42.94
S3 37.24 38.57 42.60
S4 33.52 34.85 41.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.87 43.06 2.81 6.4% 1.31 3.0% 35% False True 474,783
10 48.38 43.06 5.32 12.1% 1.51 3.4% 19% False True 374,841
20 49.14 43.06 6.08 13.8% 1.54 3.5% 16% False True 253,439
40 50.00 40.77 9.23 21.0% 1.51 3.4% 36% False False 163,120
60 51.81 40.77 11.04 25.1% 1.56 3.5% 30% False False 119,832
80 53.39 40.77 12.62 28.6% 1.52 3.4% 26% False False 94,349
100 53.39 40.77 12.62 28.6% 1.48 3.4% 26% False False 78,719
120 53.39 39.40 13.99 31.8% 1.46 3.3% 33% False False 67,686
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.09
2.618 48.60
1.618 47.07
1.000 46.12
0.618 45.54
HIGH 44.59
0.618 44.01
0.500 43.83
0.382 43.64
LOW 43.06
0.618 42.11
1.000 41.53
1.618 40.58
2.618 39.05
4.250 36.56
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 43.98 43.99
PP 43.90 43.94
S1 43.83 43.88

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

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