NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 45.50 47.80 2.30 5.1% 44.47
High 48.04 48.90 0.86 1.8% 47.13
Low 44.94 47.16 2.22 4.9% 43.77
Close 47.65 48.40 0.75 1.6% 45.07
Range 3.10 1.74 -1.36 -43.9% 3.36
ATR 1.71 1.71 0.00 0.1% 0.00
Volume 317,053 241,839 -75,214 -23.7% 986,346
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.37 52.63 49.36
R3 51.63 50.89 48.88
R2 49.89 49.89 48.72
R1 49.15 49.15 48.56 49.52
PP 48.15 48.15 48.15 48.34
S1 47.41 47.41 48.24 47.78
S2 46.41 46.41 48.08
S3 44.67 45.67 47.92
S4 42.93 43.93 47.44
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 48.90 44.76 4.14 8.6% 2.13 4.4% 88% True False 213,645
10 48.90 43.77 5.13 10.6% 1.61 3.3% 90% True False 196,928
20 49.02 43.77 5.25 10.8% 1.69 3.5% 88% False False 156,753
40 50.59 42.61 7.98 16.5% 1.56 3.2% 73% False False 119,333
60 50.63 41.58 9.05 18.7% 1.54 3.2% 75% False False 102,191
80 53.62 41.58 12.04 24.9% 1.59 3.3% 57% False False 94,708
100 53.62 41.58 12.04 24.9% 1.52 3.1% 57% False False 86,570
120 53.62 41.43 12.19 25.2% 1.54 3.2% 57% False False 82,256
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.30
2.618 53.46
1.618 51.72
1.000 50.64
0.618 49.98
HIGH 48.90
0.618 48.24
0.500 48.03
0.382 47.82
LOW 47.16
0.618 46.08
1.000 45.42
1.618 44.34
2.618 42.60
4.250 39.77
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 48.28 47.88
PP 48.15 47.35
S1 48.03 46.83

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

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