NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 46.17 44.93 -1.24 -2.7% 45.37
High 46.48 45.65 -0.83 -1.8% 49.02
Low 44.63 44.56 -0.07 -0.2% 45.09
Close 44.78 45.23 0.45 1.0% 47.07
Range 1.85 1.09 -0.76 -41.1% 3.93
ATR 1.69 1.64 -0.04 -2.5% 0.00
Volume 133,373 173,886 40,513 30.4% 423,484
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.42 47.91 45.83
R3 47.33 46.82 45.53
R2 46.24 46.24 45.43
R1 45.73 45.73 45.33 45.99
PP 45.15 45.15 45.15 45.27
S1 44.64 44.64 45.13 44.90
S2 44.06 44.06 45.03
S3 42.97 43.55 44.93
S4 41.88 42.46 44.63
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 48.63 44.56 4.07 9.0% 1.56 3.4% 16% False True 129,382
10 49.02 44.19 4.83 10.7% 1.77 3.9% 22% False False 116,577
20 50.59 44.19 6.40 14.1% 1.56 3.4% 16% False False 99,336
40 50.59 41.58 9.01 19.9% 1.52 3.4% 41% False False 85,329
60 52.40 41.58 10.82 23.9% 1.61 3.6% 34% False False 83,035
80 53.62 41.58 12.04 26.6% 1.53 3.4% 30% False False 76,159
100 53.62 41.58 12.04 26.6% 1.52 3.4% 30% False False 72,719
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 0.32
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 50.28
2.618 48.50
1.618 47.41
1.000 46.74
0.618 46.32
HIGH 45.65
0.618 45.23
0.500 45.11
0.382 44.98
LOW 44.56
0.618 43.89
1.000 43.47
1.618 42.80
2.618 41.71
4.250 39.93
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 45.19 45.92
PP 45.15 45.69
S1 45.11 45.46

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

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