NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 48.64 49.21 0.57 1.2% 45.18
High 49.60 49.85 0.25 0.5% 48.90
Low 48.35 48.85 0.50 1.0% 44.76
Close 49.40 49.30 -0.10 -0.2% 48.82
Range 1.25 1.00 -0.25 -20.0% 4.14
ATR 1.65 1.60 -0.05 -2.8% 0.00
Volume 144,964 186,253 41,289 28.5% 1,018,073
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 52.33 51.82 49.85
R3 51.33 50.82 49.58
R2 50.33 50.33 49.48
R1 49.82 49.82 49.39 50.08
PP 49.33 49.33 49.33 49.46
S1 48.82 48.82 49.21 49.08
S2 48.33 48.33 49.12
S3 47.33 47.82 49.03
S4 46.33 46.82 48.75
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 49.85 44.94 4.91 10.0% 1.67 3.4% 89% True False 209,061
10 49.85 44.76 5.09 10.3% 1.62 3.3% 89% True False 198,729
20 49.85 43.77 6.08 12.3% 1.55 3.1% 91% True False 165,103
40 50.59 43.38 7.21 14.6% 1.55 3.1% 82% False False 124,734
60 50.59 41.58 9.01 18.3% 1.51 3.1% 86% False False 106,317
80 52.40 41.58 10.82 21.9% 1.58 3.2% 71% False False 98,361
100 53.62 41.58 12.04 24.4% 1.50 3.0% 64% False False 89,242
120 53.62 41.43 12.19 24.7% 1.54 3.1% 65% False False 84,381
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 0.34
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.10
2.618 52.47
1.618 51.47
1.000 50.85
0.618 50.47
HIGH 49.85
0.618 49.47
0.500 49.35
0.382 49.23
LOW 48.85
0.618 48.23
1.000 47.85
1.618 47.23
2.618 46.23
4.250 44.60
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 49.35 49.11
PP 49.33 48.92
S1 49.32 48.73

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

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