NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 44.47 44.44 -0.03 -0.1% 46.78
High 45.41 45.21 -0.20 -0.4% 47.64
Low 44.39 43.77 -0.62 -1.4% 44.08
Close 44.56 44.70 0.14 0.3% 44.36
Range 1.02 1.44 0.42 41.2% 3.56
ATR 1.57 1.56 -0.01 -0.6% 0.00
Volume 109,389 238,948 129,559 118.4% 665,598
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.88 48.23 45.49
R3 47.44 46.79 45.10
R2 46.00 46.00 44.96
R1 45.35 45.35 44.83 45.68
PP 44.56 44.56 44.56 44.72
S1 43.91 43.91 44.57 44.24
S2 43.12 43.12 44.44
S3 41.68 42.47 44.30
S4 40.24 41.03 43.91
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 46.48 43.77 2.71 6.1% 1.27 2.8% 34% False True 155,132
10 49.02 43.77 5.25 11.7% 1.48 3.3% 18% False True 131,476
20 49.79 43.77 6.02 13.5% 1.52 3.4% 15% False True 110,546
40 50.59 41.58 9.01 20.2% 1.50 3.3% 35% False False 93,328
60 52.30 41.58 10.72 24.0% 1.56 3.5% 29% False False 86,467
80 53.62 41.58 12.04 26.9% 1.53 3.4% 26% False False 79,860
100 53.62 41.58 12.04 26.9% 1.51 3.4% 26% False False 75,911
120 53.62 39.70 13.92 31.1% 1.52 3.4% 36% False False 73,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.33
2.618 48.98
1.618 47.54
1.000 46.65
0.618 46.10
HIGH 45.21
0.618 44.66
0.500 44.49
0.382 44.32
LOW 43.77
0.618 42.88
1.000 42.33
1.618 41.44
2.618 40.00
4.250 37.65
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 44.63 44.66
PP 44.56 44.63
S1 44.49 44.59

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

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