NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 49.26 49.65 0.39 0.8% 44.62
High 49.97 50.63 0.66 1.3% 48.32
Low 49.10 49.33 0.23 0.5% 44.19
Close 49.83 50.44 0.61 1.2% 48.24
Range 0.87 1.30 0.43 49.4% 4.13
ATR 1.59 1.57 -0.02 -1.3% 0.00
Volume 520,070 547,915 27,845 5.4% 3,365,474
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.03 53.54 51.16
R3 52.73 52.24 50.80
R2 51.43 51.43 50.68
R1 50.94 50.94 50.56 51.19
PP 50.13 50.13 50.13 50.26
S1 49.64 49.64 50.32 49.89
S2 48.83 48.83 50.20
S3 47.53 48.34 50.08
S4 46.23 47.04 49.73
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 50.63 47.04 3.59 7.1% 1.13 2.2% 95% True False 507,246
10 50.63 44.19 6.44 12.8% 1.64 3.2% 97% True False 612,358
20 50.63 43.06 7.57 15.0% 1.50 3.0% 97% True False 526,562
40 50.63 42.64 7.99 15.8% 1.54 3.0% 98% True False 323,253
60 50.63 40.77 9.86 19.5% 1.48 2.9% 98% True False 233,390
80 52.00 40.77 11.23 22.3% 1.58 3.1% 86% False False 182,462
100 53.39 40.77 12.62 25.0% 1.49 2.9% 77% False False 148,908
120 53.39 40.77 12.62 25.0% 1.48 2.9% 77% False False 126,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.16
2.618 54.03
1.618 52.73
1.000 51.93
0.618 51.43
HIGH 50.63
0.618 50.13
0.500 49.98
0.382 49.83
LOW 49.33
0.618 48.53
1.000 48.03
1.618 47.23
2.618 45.93
4.250 43.81
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 50.29 50.11
PP 50.13 49.78
S1 49.98 49.45

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

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