NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 46.63 45.18 -1.45 -3.1% 44.47
High 47.13 46.76 -0.37 -0.8% 47.13
Low 44.82 45.01 0.19 0.4% 43.77
Close 45.07 46.49 1.42 3.2% 45.07
Range 2.31 1.75 -0.56 -24.2% 3.36
ATR 1.58 1.59 0.01 0.8% 0.00
Volume 205,352 146,465 -58,887 -28.7% 986,346
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.34 50.66 47.45
R3 49.59 48.91 46.97
R2 47.84 47.84 46.81
R1 47.16 47.16 46.65 47.50
PP 46.09 46.09 46.09 46.26
S1 45.41 45.41 46.33 45.75
S2 44.34 44.34 46.17
S3 42.59 43.66 46.01
S4 40.84 41.91 45.53
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.40 53.60 46.92
R3 52.04 50.24 45.99
R2 48.68 48.68 45.69
R1 46.88 46.88 45.38 47.78
PP 45.32 45.32 45.32 45.78
S1 43.52 43.52 44.76 44.42
S2 41.96 41.96 44.45
S3 38.60 40.16 44.15
S4 35.24 36.80 43.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.13 43.77 3.36 7.2% 1.51 3.3% 81% False False 204,684
10 47.27 43.77 3.50 7.5% 1.37 3.0% 78% False False 168,844
20 49.02 43.77 5.25 11.3% 1.56 3.3% 52% False False 133,190
40 50.59 41.58 9.01 19.4% 1.53 3.3% 54% False False 106,314
60 51.75 41.58 10.17 21.9% 1.54 3.3% 48% False False 94,400
80 53.62 41.58 12.04 25.9% 1.55 3.3% 41% False False 87,331
100 53.62 41.58 12.04 25.9% 1.51 3.3% 41% False False 81,421
120 53.62 40.85 12.77 27.5% 1.52 3.3% 44% False False 77,882
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.20
2.618 51.34
1.618 49.59
1.000 48.51
0.618 47.84
HIGH 46.76
0.618 46.09
0.500 45.89
0.382 45.68
LOW 45.01
0.618 43.93
1.000 43.26
1.618 42.18
2.618 40.43
4.250 37.57
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 46.29 46.32
PP 46.09 46.15
S1 45.89 45.98

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

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