NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 47.76 48.04 0.28 0.6% 44.62
High 48.30 49.02 0.72 1.5% 48.32
Low 47.04 47.78 0.74 1.6% 44.19
Close 48.24 48.81 0.57 1.2% 48.24
Range 1.26 1.24 -0.02 -1.6% 4.13
ATR 1.70 1.66 -0.03 -1.9% 0.00
Volume 496,515 458,021 -38,494 -7.8% 3,365,474
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 52.26 51.77 49.49
R3 51.02 50.53 49.15
R2 49.78 49.78 49.04
R1 49.29 49.29 48.92 49.54
PP 48.54 48.54 48.54 48.66
S1 48.05 48.05 48.70 48.30
S2 47.30 47.30 48.58
S3 46.06 46.81 48.47
S4 44.82 45.57 48.13
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.31 57.90 50.51
R3 55.18 53.77 49.38
R2 51.05 51.05 49.00
R1 49.64 49.64 48.62 50.35
PP 46.92 46.92 46.92 47.27
S1 45.51 45.51 47.86 46.22
S2 42.79 42.79 47.48
S3 38.66 41.38 47.10
S4 34.53 37.25 45.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.19 4.83 9.9% 1.82 3.7% 96% True False 659,275
10 49.02 43.06 5.96 12.2% 1.69 3.5% 96% True False 634,368
20 49.02 43.06 5.96 12.2% 1.66 3.4% 96% True False 483,113
40 50.00 42.64 7.36 15.1% 1.57 3.2% 84% False False 292,116
60 50.00 40.77 9.23 18.9% 1.52 3.1% 87% False False 209,822
80 52.49 40.77 11.72 24.0% 1.58 3.2% 69% False False 163,393
100 53.39 40.77 12.62 25.9% 1.48 3.0% 64% False False 133,595
120 53.39 40.77 12.62 25.9% 1.50 3.1% 64% False False 113,711
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 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.29
2.618 52.27
1.618 51.03
1.000 50.26
0.618 49.79
HIGH 49.02
0.618 48.55
0.500 48.40
0.382 48.25
LOW 47.78
0.618 47.01
1.000 46.54
1.618 45.77
2.618 44.53
4.250 42.51
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 48.67 48.48
PP 48.54 48.14
S1 48.40 47.81

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

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