NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 44.27 44.32 0.05 0.1% 46.21
High 44.96 44.35 -0.61 -1.4% 47.07
Low 43.87 43.35 -0.52 -1.2% 43.35
Close 44.52 43.62 -0.90 -2.0% 43.62
Range 1.09 1.00 -0.09 -8.3% 3.72
ATR 1.65 1.61 -0.03 -2.1% 0.00
Volume 392,520 421,422 28,902 7.4% 1,799,768
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 46.77 46.20 44.17
R3 45.77 45.20 43.90
R2 44.77 44.77 43.80
R1 44.20 44.20 43.71 43.99
PP 43.77 43.77 43.77 43.67
S1 43.20 43.20 43.53 42.99
S2 42.77 42.77 43.44
S3 41.77 42.20 43.35
S4 40.77 41.20 43.07
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.84 53.45 45.67
R3 52.12 49.73 44.64
R2 48.40 48.40 44.30
R1 46.01 46.01 43.96 45.35
PP 44.68 44.68 44.68 44.35
S1 42.29 42.29 43.28 41.63
S2 40.96 40.96 42.94
S3 37.24 38.57 42.60
S4 33.52 34.85 41.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.07 43.35 3.72 8.5% 1.41 3.2% 7% False True 359,953
10 48.38 43.35 5.03 11.5% 1.67 3.8% 5% False True 293,287
20 50.00 43.35 6.65 15.2% 1.53 3.5% 4% False True 201,864
40 50.00 40.77 9.23 21.2% 1.51 3.5% 31% False False 134,381
60 52.00 40.77 11.23 25.7% 1.59 3.6% 25% False False 100,458
80 53.39 40.77 12.62 28.9% 1.51 3.5% 23% False False 79,584
100 53.39 40.77 12.62 28.9% 1.48 3.4% 23% False False 66,783
120 53.39 39.40 13.99 32.1% 1.46 3.3% 30% False False 57,717
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 0.31
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 48.60
2.618 46.97
1.618 45.97
1.000 45.35
0.618 44.97
HIGH 44.35
0.618 43.97
0.500 43.85
0.382 43.73
LOW 43.35
0.618 42.73
1.000 42.35
1.618 41.73
2.618 40.73
4.250 39.10
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 43.85 44.61
PP 43.77 44.28
S1 43.70 43.95

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

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