NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 47.88 46.21 -1.67 -3.5% 44.76
High 47.99 47.07 -0.92 -1.9% 48.38
Low 46.15 45.32 -0.83 -1.8% 44.47
Close 46.46 46.84 0.38 0.8% 46.46
Range 1.84 1.75 -0.09 -4.9% 3.91
ATR 1.69 1.69 0.00 0.3% 0.00
Volume 290,787 315,831 25,044 8.6% 1,003,494
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.66 51.00 47.80
R3 49.91 49.25 47.32
R2 48.16 48.16 47.16
R1 47.50 47.50 47.00 47.83
PP 46.41 46.41 46.41 46.58
S1 45.75 45.75 46.68 46.08
S2 44.66 44.66 46.52
S3 42.91 44.00 46.36
S4 41.16 42.25 45.88
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 44.47 3.91 8.3% 1.98 4.2% 61% False False 263,865
10 48.38 43.59 4.79 10.2% 1.73 3.7% 68% False False 193,790
20 50.00 43.59 6.41 13.7% 1.55 3.3% 51% False False 141,989
40 50.00 40.77 9.23 19.7% 1.51 3.2% 66% False False 100,337
60 52.00 40.77 11.23 24.0% 1.62 3.5% 54% False False 77,162
80 53.39 40.77 12.62 26.9% 1.50 3.2% 48% False False 61,719
100 53.39 40.77 12.62 26.9% 1.47 3.1% 48% False False 52,451
120 53.39 39.40 13.99 29.9% 1.45 3.1% 53% False False 45,593
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.51
2.618 51.65
1.618 49.90
1.000 48.82
0.618 48.15
HIGH 47.07
0.618 46.40
0.500 46.20
0.382 45.99
LOW 45.32
0.618 44.24
1.000 43.57
1.618 42.49
2.618 40.74
4.250 37.88
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 46.63 46.85
PP 46.41 46.85
S1 46.20 46.84

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

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