NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 48.38 48.64 0.26 0.5% 45.18
High 48.88 49.60 0.72 1.5% 48.90
Low 47.61 48.35 0.74 1.6% 44.76
Close 48.82 49.40 0.58 1.2% 48.82
Range 1.27 1.25 -0.02 -1.6% 4.14
ATR 1.68 1.65 -0.03 -1.8% 0.00
Volume 155,198 144,964 -10,234 -6.6% 1,018,073
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 52.87 52.38 50.09
R3 51.62 51.13 49.74
R2 50.37 50.37 49.63
R1 49.88 49.88 49.51 50.13
PP 49.12 49.12 49.12 49.24
S1 48.63 48.63 49.29 48.88
S2 47.87 47.87 49.17
S3 46.62 47.38 49.06
S4 45.37 46.13 48.71
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.91 58.51 51.10
R3 55.77 54.37 49.96
R2 51.63 51.63 49.58
R1 50.23 50.23 49.20 50.93
PP 47.49 47.49 47.49 47.85
S1 46.09 46.09 48.44 46.79
S2 43.35 43.35 48.06
S3 39.21 41.95 47.68
S4 35.07 37.81 46.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.60 44.76 4.84 9.8% 1.82 3.7% 96% True False 203,314
10 49.60 43.77 5.83 11.8% 1.67 3.4% 97% True False 203,999
20 49.60 43.77 5.83 11.8% 1.64 3.3% 97% True False 161,923
40 50.59 43.38 7.21 14.6% 1.56 3.2% 83% False False 122,571
60 50.59 41.58 9.01 18.2% 1.51 3.1% 87% False False 104,623
80 52.82 41.58 11.24 22.8% 1.59 3.2% 70% False False 96,735
100 53.62 41.58 12.04 24.4% 1.50 3.0% 65% False False 88,038
120 53.62 41.43 12.19 24.7% 1.54 3.1% 65% False False 83,257
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 54.91
2.618 52.87
1.618 51.62
1.000 50.85
0.618 50.37
HIGH 49.60
0.618 49.12
0.500 48.98
0.382 48.83
LOW 48.35
0.618 47.58
1.000 47.10
1.618 46.33
2.618 45.08
4.250 43.04
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 49.26 49.06
PP 49.12 48.72
S1 48.98 48.38

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

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