NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 44.44 45.10 0.66 1.5% 46.78
High 45.21 46.19 0.98 2.2% 47.64
Low 43.77 45.10 1.33 3.0% 44.08
Close 44.70 45.90 1.20 2.7% 44.36
Range 1.44 1.09 -0.35 -24.3% 3.56
ATR 1.56 1.55 0.00 -0.3% 0.00
Volume 238,948 218,162 -20,786 -8.7% 665,598
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.00 48.54 46.50
R3 47.91 47.45 46.20
R2 46.82 46.82 46.10
R1 46.36 46.36 46.00 46.59
PP 45.73 45.73 45.73 45.85
S1 45.27 45.27 45.80 45.50
S2 44.64 44.64 45.70
S3 43.55 44.18 45.60
S4 42.46 43.09 45.30
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 46.19 43.77 2.42 5.3% 1.12 2.4% 88% True False 172,090
10 49.02 43.77 5.25 11.4% 1.42 3.1% 41% False False 145,872
20 49.79 43.77 6.02 13.1% 1.49 3.3% 35% False False 116,778
40 50.59 41.58 9.01 19.6% 1.50 3.3% 48% False False 96,917
60 52.30 41.58 10.72 23.4% 1.54 3.4% 40% False False 88,848
80 53.62 41.58 12.04 26.2% 1.53 3.3% 36% False False 82,144
100 53.62 41.58 12.04 26.2% 1.51 3.3% 36% False False 77,453
120 53.62 39.70 13.92 30.3% 1.52 3.3% 45% False False 74,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.82
2.618 49.04
1.618 47.95
1.000 47.28
0.618 46.86
HIGH 46.19
0.618 45.77
0.500 45.65
0.382 45.52
LOW 45.10
0.618 44.43
1.000 44.01
1.618 43.34
2.618 42.25
4.250 40.47
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 45.82 45.59
PP 45.73 45.29
S1 45.65 44.98

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

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