NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 45.18 46.16 0.98 2.2% 44.47
High 46.76 46.51 -0.25 -0.5% 47.13
Low 45.01 44.76 -0.25 -0.6% 43.77
Close 46.49 45.24 -1.25 -2.7% 45.07
Range 1.75 1.75 0.00 0.0% 3.36
ATR 1.59 1.60 0.01 0.7% 0.00
Volume 146,465 157,518 11,053 7.5% 986,346
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.75 49.75 46.20
R3 49.00 48.00 45.72
R2 47.25 47.25 45.56
R1 46.25 46.25 45.40 45.88
PP 45.50 45.50 45.50 45.32
S1 44.50 44.50 45.08 44.13
S2 43.75 43.75 44.92
S3 42.00 42.75 44.76
S4 40.25 41.00 44.28
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 44.76 2.37 5.2% 1.58 3.5% 20% False True 188,398
10 47.13 43.77 3.36 7.4% 1.42 3.1% 44% False False 171,765
20 49.02 43.77 5.25 11.6% 1.61 3.6% 28% False False 138,370
40 50.59 41.58 9.01 19.9% 1.53 3.4% 41% False False 108,577
60 51.75 41.58 10.17 22.5% 1.55 3.4% 36% False False 95,892
80 53.62 41.58 12.04 26.6% 1.56 3.4% 30% False False 88,802
100 53.62 41.58 12.04 26.6% 1.51 3.3% 30% False False 82,280
120 53.62 41.35 12.27 27.1% 1.53 3.4% 32% False False 78,809
Crabel Price Patterns
NR False
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 0.26
Fibonacci Retracements and Extensions
4.250 53.95
2.618 51.09
1.618 49.34
1.000 48.26
0.618 47.59
HIGH 46.51
0.618 45.84
0.500 45.64
0.382 45.43
LOW 44.76
0.618 43.68
1.000 43.01
1.618 41.93
2.618 40.18
4.250 37.32
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 45.64 45.95
PP 45.50 45.71
S1 45.37 45.48

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

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