NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 44.93 44.47 -0.46 -1.0% 46.78
High 45.02 45.41 0.39 0.9% 47.64
Low 44.08 44.39 0.31 0.7% 44.08
Close 44.36 44.56 0.20 0.5% 44.36
Range 0.94 1.02 0.08 8.5% 3.56
ATR 1.61 1.57 -0.04 -2.5% 0.00
Volume 120,066 109,389 -10,677 -8.9% 665,598
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.85 47.22 45.12
R3 46.83 46.20 44.84
R2 45.81 45.81 44.75
R1 45.18 45.18 44.65 45.50
PP 44.79 44.79 44.79 44.94
S1 44.16 44.16 44.47 44.48
S2 43.77 43.77 44.37
S3 42.75 43.14 44.28
S4 41.73 42.12 44.00
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.04 53.76 46.32
R3 52.48 50.20 45.34
R2 48.92 48.92 45.01
R1 46.64 46.64 44.69 46.00
PP 45.36 45.36 45.36 45.04
S1 43.08 43.08 44.03 42.44
S2 41.80 41.80 43.71
S3 38.24 39.52 43.38
S4 34.68 35.96 42.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.27 44.08 3.19 7.2% 1.23 2.8% 15% False False 133,005
10 49.02 44.08 4.94 11.1% 1.61 3.6% 10% False False 119,847
20 50.20 44.08 6.12 13.7% 1.53 3.4% 8% False False 102,187
40 50.59 41.58 9.01 20.2% 1.49 3.4% 33% False False 88,765
60 52.40 41.58 10.82 24.3% 1.59 3.6% 28% False False 84,321
80 53.62 41.58 12.04 27.0% 1.52 3.4% 25% False False 77,613
100 53.62 41.58 12.04 27.0% 1.50 3.4% 25% False False 73,972
120 53.62 39.70 13.92 31.2% 1.52 3.4% 35% False False 71,392
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.75
2.618 48.08
1.618 47.06
1.000 46.43
0.618 46.04
HIGH 45.41
0.618 45.02
0.500 44.90
0.382 44.78
LOW 44.39
0.618 43.76
1.000 43.37
1.618 42.74
2.618 41.72
4.250 40.06
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 44.90 44.87
PP 44.79 44.76
S1 44.67 44.66

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

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