NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 46.77 47.88 1.11 2.4% 44.76
High 48.38 47.99 -0.39 -0.8% 48.38
Low 46.41 46.15 -0.26 -0.6% 44.47
Close 48.26 46.46 -1.80 -3.7% 46.46
Range 1.97 1.84 -0.13 -6.6% 3.91
ATR 1.66 1.69 0.03 2.0% 0.00
Volume 295,618 290,787 -4,831 -1.6% 1,003,494
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.39 51.26 47.47
R3 50.55 49.42 46.97
R2 48.71 48.71 46.80
R1 47.58 47.58 46.63 47.23
PP 46.87 46.87 46.87 46.69
S1 45.74 45.74 46.29 45.39
S2 45.03 45.03 46.12
S3 43.19 43.90 45.95
S4 41.35 42.06 45.45
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 58.17 56.22 48.61
R3 54.26 52.31 47.54
R2 50.35 50.35 47.18
R1 48.40 48.40 46.82 49.38
PP 46.44 46.44 46.44 46.92
S1 44.49 44.49 46.10 45.47
S2 42.53 42.53 45.74
S3 38.62 40.58 45.38
S4 34.71 36.67 44.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.38 43.75 4.63 10.0% 1.93 4.2% 59% False False 226,621
10 49.14 43.59 5.55 11.9% 1.71 3.7% 52% False False 173,189
20 50.00 43.59 6.41 13.8% 1.53 3.3% 45% False False 129,628
40 50.00 40.77 9.23 19.9% 1.49 3.2% 62% False False 93,177
60 52.00 40.77 11.23 24.2% 1.61 3.5% 51% False False 72,257
80 53.39 40.77 12.62 27.2% 1.49 3.2% 45% False False 57,950
100 53.39 40.77 12.62 27.2% 1.48 3.2% 45% False False 49,415
120 53.39 39.40 13.99 30.1% 1.44 3.1% 50% False False 43,056
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.81
2.618 52.81
1.618 50.97
1.000 49.83
0.618 49.13
HIGH 47.99
0.618 47.29
0.500 47.07
0.382 46.85
LOW 46.15
0.618 45.01
1.000 44.31
1.618 43.17
2.618 41.33
4.250 38.33
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 47.07 46.79
PP 46.87 46.68
S1 46.66 46.57

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

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