NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 51.14 50.10 -1.04 -2.0% 48.64
High 51.30 52.16 0.86 1.7% 51.30
Low 49.96 49.71 -0.25 -0.5% 48.35
Close 50.38 51.87 1.49 3.0% 50.38
Range 1.34 2.45 1.11 82.8% 2.95
ATR 1.54 1.61 0.06 4.2% 0.00
Volume 273,375 378,507 105,132 38.5% 1,060,050
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.60 57.68 53.22
R3 56.15 55.23 52.54
R2 53.70 53.70 52.32
R1 52.78 52.78 52.09 53.24
PP 51.25 51.25 51.25 51.48
S1 50.33 50.33 51.65 50.79
S2 48.80 48.80 51.42
S3 46.35 47.88 51.20
S4 43.90 45.43 50.52
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.86 57.57 52.00
R3 55.91 54.62 51.19
R2 52.96 52.96 50.92
R1 51.67 51.67 50.65 52.32
PP 50.01 50.01 50.01 50.33
S1 48.72 48.72 50.11 49.37
S2 47.06 47.06 49.84
S3 44.11 45.77 49.57
S4 41.16 42.82 48.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.16 48.85 3.31 6.4% 1.39 2.7% 91% True False 258,718
10 52.16 44.76 7.40 14.3% 1.60 3.1% 96% True False 231,016
20 52.16 43.77 8.39 16.2% 1.49 2.9% 97% True False 199,930
40 52.16 43.77 8.39 16.2% 1.52 2.9% 97% True False 144,650
60 52.16 41.58 10.58 20.4% 1.50 2.9% 97% True False 119,283
80 52.40 41.58 10.82 20.9% 1.59 3.1% 95% False False 109,095
100 53.62 41.58 12.04 23.2% 1.52 2.9% 85% False False 97,679
120 53.62 41.58 12.04 23.2% 1.51 2.9% 85% False False 91,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.57
2.618 58.57
1.618 56.12
1.000 54.61
0.618 53.67
HIGH 52.16
0.618 51.22
0.500 50.94
0.382 50.65
LOW 49.71
0.618 48.20
1.000 47.26
1.618 45.75
2.618 43.30
4.250 39.30
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 51.56 51.56
PP 51.25 51.25
S1 50.94 50.94

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

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