NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 45.56 46.77 1.21 2.7% 47.89
High 46.82 48.38 1.56 3.3% 48.11
Low 45.19 46.41 1.22 2.7% 43.59
Close 46.15 48.26 2.11 4.6% 45.04
Range 1.63 1.97 0.34 20.9% 4.52
ATR 1.61 1.66 0.04 2.7% 0.00
Volume 152,800 295,618 142,818 93.5% 618,584
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.59 52.90 49.34
R3 51.62 50.93 48.80
R2 49.65 49.65 48.62
R1 48.96 48.96 48.44 49.31
PP 47.68 47.68 47.68 47.86
S1 46.99 46.99 48.08 47.34
S2 45.71 45.71 47.90
S3 43.74 45.02 47.72
S4 41.77 43.05 47.18
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.14 56.61 47.53
R3 54.62 52.09 46.28
R2 50.10 50.10 45.87
R1 47.57 47.57 45.45 46.58
PP 45.58 45.58 45.58 45.08
S1 43.05 43.05 44.63 42.06
S2 41.06 41.06 44.21
S3 36.54 38.53 43.80
S4 32.02 34.01 42.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 43.59 4.79 9.9% 1.98 4.1% 97% True False 202,537
10 49.14 43.59 5.55 11.5% 1.63 3.4% 84% False False 152,854
20 50.00 42.64 7.36 15.3% 1.58 3.3% 76% False False 119,944
40 50.00 40.77 9.23 19.1% 1.47 3.0% 81% False False 86,803
60 52.00 40.77 11.23 23.3% 1.60 3.3% 67% False False 67,762
80 53.39 40.77 12.62 26.2% 1.48 3.1% 59% False False 54,495
100 53.39 40.77 12.62 26.2% 1.48 3.1% 59% False False 46,628
120 53.39 39.40 13.99 29.0% 1.43 3.0% 63% False False 40,699
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 False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.75
2.618 53.54
1.618 51.57
1.000 50.35
0.618 49.60
HIGH 48.38
0.618 47.63
0.500 47.40
0.382 47.16
LOW 46.41
0.618 45.19
1.000 44.44
1.618 43.22
2.618 41.25
4.250 38.04
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 47.97 47.65
PP 47.68 47.04
S1 47.40 46.43

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

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