NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 46.16 45.50 -0.66 -1.4% 44.47
High 46.51 48.04 1.53 3.3% 47.13
Low 44.76 44.94 0.18 0.4% 43.77
Close 45.24 47.65 2.41 5.3% 45.07
Range 1.75 3.10 1.35 77.1% 3.36
ATR 1.60 1.71 0.11 6.7% 0.00
Volume 157,518 317,053 159,535 101.3% 986,346
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.18 55.01 49.36
R3 53.08 51.91 48.50
R2 49.98 49.98 48.22
R1 48.81 48.81 47.93 49.40
PP 46.88 46.88 46.88 47.17
S1 45.71 45.71 47.37 46.30
S2 43.78 43.78 47.08
S3 40.68 42.61 46.80
S4 37.58 39.51 45.95
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 48.04 44.76 3.28 6.9% 1.98 4.2% 88% True False 208,176
10 48.04 43.77 4.27 9.0% 1.55 3.2% 91% True False 190,133
20 49.02 43.77 5.25 11.0% 1.70 3.6% 74% False False 150,217
40 50.59 41.58 9.01 18.9% 1.57 3.3% 67% False False 115,041
60 50.63 41.58 9.05 19.0% 1.55 3.2% 67% False False 99,876
80 53.62 41.58 12.04 25.3% 1.58 3.3% 50% False False 92,235
100 53.62 41.58 12.04 25.3% 1.52 3.2% 50% False False 84,940
120 53.62 41.43 12.19 25.6% 1.54 3.2% 51% False False 80,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 61.22
2.618 56.16
1.618 53.06
1.000 51.14
0.618 49.96
HIGH 48.04
0.618 46.86
0.500 46.49
0.382 46.12
LOW 44.94
0.618 43.02
1.000 41.84
1.618 39.92
2.618 36.82
4.250 31.77
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 47.26 47.23
PP 46.88 46.82
S1 46.49 46.40

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

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