NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 49.82 50.19 0.37 0.7% 45.18
High 50.52 51.17 0.65 1.3% 48.90
Low 49.68 49.87 0.19 0.4% 44.76
Close 50.38 50.98 0.60 1.2% 48.82
Range 0.84 1.30 0.46 54.8% 4.14
ATR 1.58 1.56 -0.02 -1.3% 0.00
Volume 197,367 258,091 60,724 30.8% 1,018,073
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.57 54.08 51.70
R3 53.27 52.78 51.34
R2 51.97 51.97 51.22
R1 51.48 51.48 51.10 51.73
PP 50.67 50.67 50.67 50.80
S1 50.18 50.18 50.86 50.43
S2 49.37 49.37 50.74
S3 48.07 48.88 50.62
S4 46.77 47.58 50.27
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 51.17 47.61 3.56 7.0% 1.13 2.2% 95% True False 188,374
10 51.17 44.76 6.41 12.6% 1.63 3.2% 97% True False 201,010
20 51.17 43.77 7.40 14.5% 1.48 2.9% 97% True False 177,903
40 51.17 43.38 7.79 15.3% 1.53 3.0% 98% True False 132,194
60 51.17 41.58 9.59 18.8% 1.47 2.9% 98% True False 110,627
80 52.40 41.58 10.82 21.2% 1.58 3.1% 87% False False 102,696
100 53.62 41.58 12.04 23.6% 1.50 2.9% 78% False False 92,449
120 53.62 41.58 12.04 23.6% 1.52 3.0% 78% False False 87,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.70
2.618 54.57
1.618 53.27
1.000 52.47
0.618 51.97
HIGH 51.17
0.618 50.67
0.500 50.52
0.382 50.37
LOW 49.87
0.618 49.07
1.000 48.57
1.618 47.77
2.618 46.47
4.250 44.35
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 50.83 50.66
PP 50.67 50.33
S1 50.52 50.01

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

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