NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 50.45 50.97 0.52 1.0% 50.10
High 50.99 51.51 0.52 1.0% 52.16
Low 49.79 50.30 0.51 1.0% 49.71
Close 50.85 50.75 -0.10 -0.2% 50.75
Range 1.20 1.21 0.01 0.8% 2.45
ATR 1.52 1.50 -0.02 -1.5% 0.00
Volume 471,400 353,204 -118,196 -25.1% 1,950,452
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.48 53.83 51.42
R3 53.27 52.62 51.08
R2 52.06 52.06 50.97
R1 51.41 51.41 50.86 51.13
PP 50.85 50.85 50.85 50.72
S1 50.20 50.20 50.64 49.92
S2 49.64 49.64 50.53
S3 48.43 48.99 50.42
S4 47.22 47.78 50.08
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 52.16 49.71 2.45 4.8% 1.45 2.8% 42% False False 390,090
10 52.16 48.35 3.81 7.5% 1.30 2.6% 63% False False 301,050
20 52.16 43.77 8.39 16.5% 1.47 2.9% 83% False False 250,746
40 52.16 43.77 8.39 16.5% 1.50 2.9% 83% False False 175,981
60 52.16 41.58 10.58 20.8% 1.49 2.9% 87% False False 141,583
80 52.40 41.58 10.82 21.3% 1.56 3.1% 85% False False 125,382
100 53.62 41.58 12.04 23.7% 1.51 3.0% 76% False False 111,688
120 53.62 41.58 12.04 23.7% 1.50 3.0% 76% False False 103,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.65
2.618 54.68
1.618 53.47
1.000 52.72
0.618 52.26
HIGH 51.51
0.618 51.05
0.500 50.91
0.382 50.76
LOW 50.30
0.618 49.55
1.000 49.09
1.618 48.34
2.618 47.13
4.250 45.16
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 50.91 50.73
PP 50.85 50.71
S1 50.80 50.70

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

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