NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 45.10 46.14 1.04 2.3% 46.78
High 46.19 47.05 0.86 1.9% 47.64
Low 45.10 46.07 0.97 2.2% 44.08
Close 45.90 46.88 0.98 2.1% 44.36
Range 1.09 0.98 -0.11 -10.1% 3.56
ATR 1.55 1.53 -0.03 -1.9% 0.00
Volume 218,162 214,495 -3,667 -1.7% 665,598
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.61 49.22 47.42
R3 48.63 48.24 47.15
R2 47.65 47.65 47.06
R1 47.26 47.26 46.97 47.46
PP 46.67 46.67 46.67 46.76
S1 46.28 46.28 46.79 46.48
S2 45.69 45.69 46.70
S3 44.71 45.30 46.61
S4 43.73 44.32 46.34
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 47.05 43.77 3.28 7.0% 1.09 2.3% 95% True False 180,212
10 48.63 43.77 4.86 10.4% 1.33 2.8% 64% False False 154,797
20 49.79 43.77 6.02 12.8% 1.48 3.2% 52% False False 122,665
40 50.59 41.58 9.01 19.2% 1.49 3.2% 59% False False 100,604
60 52.30 41.58 10.72 22.9% 1.53 3.3% 49% False False 90,993
80 53.62 41.58 12.04 25.7% 1.53 3.3% 44% False False 84,276
100 53.62 41.58 12.04 25.7% 1.50 3.2% 44% False False 79,175
120 53.62 39.70 13.92 29.7% 1.51 3.2% 52% False False 75,826
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.22
2.618 49.62
1.618 48.64
1.000 48.03
0.618 47.66
HIGH 47.05
0.618 46.68
0.500 46.56
0.382 46.44
LOW 46.07
0.618 45.46
1.000 45.09
1.618 44.48
2.618 43.50
4.250 41.91
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 46.77 46.39
PP 46.67 45.90
S1 46.56 45.41

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

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