NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 50.97 50.65 -0.32 -0.6% 50.10
High 51.51 51.00 -0.51 -1.0% 52.16
Low 50.30 49.90 -0.40 -0.8% 49.71
Close 50.75 50.37 -0.38 -0.7% 50.75
Range 1.21 1.10 -0.11 -9.1% 2.45
ATR 1.50 1.47 -0.03 -1.9% 0.00
Volume 353,204 310,442 -42,762 -12.1% 1,950,452
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.72 53.15 50.98
R3 52.62 52.05 50.67
R2 51.52 51.52 50.57
R1 50.95 50.95 50.47 50.69
PP 50.42 50.42 50.42 50.29
S1 49.85 49.85 50.27 49.59
S2 49.32 49.32 50.17
S3 48.22 48.75 50.07
S4 47.12 47.65 49.77
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.22 56.94 52.10
R3 55.77 54.49 51.42
R2 53.32 53.32 51.20
R1 52.04 52.04 50.97 52.68
PP 50.87 50.87 50.87 51.20
S1 49.59 49.59 50.53 50.23
S2 48.42 48.42 50.30
S3 45.97 47.14 50.08
S4 43.52 44.69 49.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.01 49.79 2.22 4.4% 1.18 2.3% 26% False False 376,477
10 52.16 48.85 3.31 6.6% 1.28 2.5% 46% False False 317,598
20 52.16 43.77 8.39 16.7% 1.47 2.9% 79% False False 260,798
40 52.16 43.77 8.39 16.7% 1.50 3.0% 79% False False 181,493
60 52.16 41.58 10.58 21.0% 1.49 3.0% 83% False False 146,110
80 52.40 41.58 10.82 21.5% 1.56 3.1% 81% False False 128,441
100 53.62 41.58 12.04 23.9% 1.51 3.0% 73% False False 114,250
120 53.62 41.58 12.04 23.9% 1.50 3.0% 73% False False 105,110
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 55.68
2.618 53.88
1.618 52.78
1.000 52.10
0.618 51.68
HIGH 51.00
0.618 50.58
0.500 50.45
0.382 50.32
LOW 49.90
0.618 49.22
1.000 48.80
1.618 48.12
2.618 47.02
4.250 45.23
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 50.45 50.65
PP 50.42 50.56
S1 50.40 50.46

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

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