NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 44.73 45.37 0.64 1.4% 48.60
High 45.85 47.85 2.00 4.4% 48.73
Low 44.35 45.09 0.74 1.7% 44.19
Close 45.64 46.10 0.46 1.0% 45.64
Range 1.50 2.76 1.26 84.0% 4.54
ATR 1.52 1.61 0.09 5.8% 0.00
Volume 84,411 122,652 38,241 45.3% 441,926
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 54.63 53.12 47.62
R3 51.87 50.36 46.86
R2 49.11 49.11 46.61
R1 47.60 47.60 46.35 48.36
PP 46.35 46.35 46.35 46.72
S1 44.84 44.84 45.85 45.60
S2 43.59 43.59 45.59
S3 40.83 42.08 45.34
S4 38.07 39.32 44.58
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.81 57.26 48.14
R3 55.27 52.72 46.89
R2 50.73 50.73 46.47
R1 48.18 48.18 46.06 47.19
PP 46.19 46.19 46.19 45.69
S1 43.64 43.64 45.22 42.65
S2 41.65 41.65 44.81
S3 37.11 39.10 44.39
S4 32.57 34.56 43.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.73 44.19 4.54 9.8% 1.91 4.1% 42% False False 102,128
10 49.79 44.19 5.60 12.1% 1.57 3.4% 34% False False 89,615
20 50.59 43.38 7.21 15.6% 1.54 3.3% 38% False False 84,365
40 50.59 41.58 9.01 19.5% 1.49 3.2% 50% False False 76,924
60 52.40 41.58 10.82 23.5% 1.59 3.4% 42% False False 76,114
80 53.62 41.58 12.04 26.1% 1.49 3.2% 38% False False 70,277
100 53.62 41.43 12.19 26.4% 1.53 3.3% 38% False False 68,236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 59.58
2.618 55.08
1.618 52.32
1.000 50.61
0.618 49.56
HIGH 47.85
0.618 46.80
0.500 46.47
0.382 46.14
LOW 45.09
0.618 43.38
1.000 42.33
1.618 40.62
2.618 37.86
4.250 33.36
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 46.47 46.07
PP 46.35 46.05
S1 46.22 46.02

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

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