NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 45.60 44.27 -1.33 -2.9% 44.76
High 45.87 44.96 -0.91 -2.0% 48.38
Low 44.00 43.87 -0.13 -0.3% 44.47
Close 44.15 44.52 0.37 0.8% 46.46
Range 1.87 1.09 -0.78 -41.7% 3.91
ATR 1.69 1.65 -0.04 -2.5% 0.00
Volume 350,533 392,520 41,987 12.0% 1,003,494
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.72 47.21 45.12
R3 46.63 46.12 44.82
R2 45.54 45.54 44.72
R1 45.03 45.03 44.62 45.29
PP 44.45 44.45 44.45 44.58
S1 43.94 43.94 44.42 44.20
S2 43.36 43.36 44.32
S3 42.27 42.85 44.22
S4 41.18 41.76 43.92
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 47.99 43.87 4.12 9.3% 1.58 3.5% 16% False True 333,826
10 48.38 43.59 4.79 10.8% 1.78 4.0% 19% False False 268,182
20 50.00 43.59 6.41 14.4% 1.56 3.5% 15% False False 184,469
40 50.00 40.77 9.23 20.7% 1.52 3.4% 41% False False 124,580
60 52.00 40.77 11.23 25.2% 1.60 3.6% 33% False False 93,986
80 53.39 40.77 12.62 28.3% 1.51 3.4% 30% False False 74,583
100 53.39 40.77 12.62 28.3% 1.48 3.3% 30% False False 62,664
120 53.39 39.40 13.99 31.4% 1.46 3.3% 37% False False 54,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 49.59
2.618 47.81
1.618 46.72
1.000 46.05
0.618 45.63
HIGH 44.96
0.618 44.54
0.500 44.42
0.382 44.29
LOW 43.87
0.618 43.20
1.000 42.78
1.618 42.11
2.618 41.02
4.250 39.24
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 44.49 45.28
PP 44.45 45.03
S1 44.42 44.77

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

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