NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 45.37 46.14 0.77 1.7% 48.60
High 47.85 47.46 -0.39 -0.8% 48.73
Low 45.09 45.82 0.73 1.6% 44.19
Close 46.10 46.81 0.71 1.5% 45.64
Range 2.76 1.64 -1.12 -40.6% 4.54
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 122,652 74,209 -48,443 -39.5% 441,926
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.62 50.85 47.71
R3 49.98 49.21 47.26
R2 48.34 48.34 47.11
R1 47.57 47.57 46.96 47.96
PP 46.70 46.70 46.70 46.89
S1 45.93 45.93 46.66 46.32
S2 45.06 45.06 46.51
S3 43.42 44.29 46.36
S4 41.78 42.65 45.91
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 47.85 44.19 3.66 7.8% 1.98 4.2% 72% False False 100,948
10 49.79 44.19 5.60 12.0% 1.56 3.3% 47% False False 87,684
20 50.59 43.38 7.21 15.4% 1.57 3.4% 48% False False 84,681
40 50.59 41.58 9.01 19.2% 1.47 3.1% 58% False False 76,235
60 52.40 41.58 10.82 23.1% 1.60 3.4% 48% False False 76,563
80 53.62 41.58 12.04 25.7% 1.50 3.2% 43% False False 70,541
100 53.62 41.43 12.19 26.0% 1.53 3.3% 44% False False 68,454
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.43
2.618 51.75
1.618 50.11
1.000 49.10
0.618 48.47
HIGH 47.46
0.618 46.83
0.500 46.64
0.382 46.45
LOW 45.82
0.618 44.81
1.000 44.18
1.618 43.17
2.618 41.53
4.250 38.85
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 46.75 46.57
PP 46.70 46.34
S1 46.64 46.10

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

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