NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 46.93 45.50 -1.43 -3.0% 49.58
High 47.05 45.67 -1.38 -2.9% 49.62
Low 45.14 43.59 -1.55 -3.4% 47.12
Close 45.31 43.75 -1.56 -3.4% 48.33
Range 1.91 2.08 0.17 8.9% 2.50
ATR 1.48 1.53 0.04 2.9% 0.00
Volume 143,478 170,369 26,891 18.7% 532,046
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.58 49.24 44.89
R3 48.50 47.16 44.32
R2 46.42 46.42 44.13
R1 45.08 45.08 43.94 44.71
PP 44.34 44.34 44.34 44.15
S1 43.00 43.00 43.56 42.63
S2 42.26 42.26 43.37
S3 40.18 40.92 43.18
S4 38.10 38.84 42.61
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 55.86 54.59 49.71
R3 53.36 52.09 49.02
R2 50.86 50.86 48.79
R1 49.59 49.59 48.56 48.98
PP 48.36 48.36 48.36 48.05
S1 47.09 47.09 48.10 46.48
S2 45.86 45.86 47.87
S3 43.36 44.59 47.64
S4 40.86 42.09 46.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.14 43.59 5.55 12.7% 1.49 3.4% 3% False True 119,758
10 50.00 43.59 6.41 14.7% 1.39 3.2% 2% False True 110,442
20 50.00 42.63 7.37 16.8% 1.46 3.3% 15% False False 99,341
40 50.00 40.77 9.23 21.1% 1.44 3.3% 32% False False 70,527
60 53.39 40.77 12.62 28.8% 1.55 3.6% 24% False False 54,998
80 53.39 40.77 12.62 28.8% 1.45 3.3% 24% False False 44,958
100 53.39 40.77 12.62 28.8% 1.45 3.3% 24% False False 38,762
120 53.39 39.40 13.99 32.0% 1.40 3.2% 31% False False 34,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 54.51
2.618 51.12
1.618 49.04
1.000 47.75
0.618 46.96
HIGH 45.67
0.618 44.88
0.500 44.63
0.382 44.38
LOW 43.59
0.618 42.30
1.000 41.51
1.618 40.22
2.618 38.14
4.250 34.75
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 44.63 45.85
PP 44.34 45.15
S1 44.04 44.45

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

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