NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 47.20 46.17 -1.03 -2.2% 45.37
High 47.27 46.48 -0.79 -1.7% 49.02
Low 46.00 44.63 -1.37 -3.0% 45.09
Close 46.12 44.78 -1.34 -2.9% 47.07
Range 1.27 1.85 0.58 45.7% 3.93
ATR 1.67 1.69 0.01 0.8% 0.00
Volume 128,311 133,373 5,062 3.9% 423,484
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.85 49.66 45.80
R3 49.00 47.81 45.29
R2 47.15 47.15 45.12
R1 45.96 45.96 44.95 45.63
PP 45.30 45.30 45.30 45.13
S1 44.11 44.11 44.61 43.78
S2 43.45 43.45 44.44
S3 41.60 42.26 44.27
S4 39.75 40.41 43.76
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.85 56.89 49.23
R3 54.92 52.96 48.15
R2 50.99 50.99 47.79
R1 49.03 49.03 47.43 50.01
PP 47.06 47.06 47.06 47.55
S1 45.10 45.10 46.71 46.08
S2 43.13 43.13 46.35
S3 39.20 41.17 45.99
S4 35.27 37.24 44.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.02 44.63 4.39 9.8% 1.73 3.9% 3% False True 119,653
10 49.02 44.19 4.83 10.8% 1.85 4.1% 12% False False 110,300
20 50.59 44.19 6.40 14.3% 1.56 3.5% 9% False False 96,107
40 50.59 41.58 9.01 20.1% 1.53 3.4% 36% False False 82,924
60 52.40 41.58 10.82 24.2% 1.62 3.6% 30% False False 81,427
80 53.62 41.58 12.04 26.9% 1.53 3.4% 27% False False 74,455
100 53.62 41.58 12.04 26.9% 1.52 3.4% 27% False False 71,483
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.30
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.34
2.618 51.32
1.618 49.47
1.000 48.33
0.618 47.62
HIGH 46.48
0.618 45.77
0.500 45.56
0.382 45.34
LOW 44.63
0.618 43.49
1.000 42.78
1.618 41.64
2.618 39.79
4.250 36.77
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 45.56 46.14
PP 45.30 45.68
S1 45.04 45.23

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

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