NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 43.74 44.50 0.76 1.7% 46.21
High 44.59 45.65 1.06 2.4% 47.07
Low 43.06 44.50 1.44 3.3% 43.35
Close 44.05 45.34 1.29 2.9% 43.62
Range 1.53 1.15 -0.38 -24.8% 3.72
ATR 1.57 1.57 0.00 0.1% 0.00
Volume 694,130 585,987 -108,143 -15.6% 1,799,768
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.61 48.13 45.97
R3 47.46 46.98 45.66
R2 46.31 46.31 45.55
R1 45.83 45.83 45.45 46.07
PP 45.16 45.16 45.16 45.29
S1 44.68 44.68 45.23 44.92
S2 44.01 44.01 45.13
S3 42.86 43.53 45.02
S4 41.71 42.38 44.71
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 45.65 43.06 2.59 5.7% 1.16 2.6% 88% True False 521,874
10 48.38 43.06 5.32 11.7% 1.46 3.2% 43% False False 418,160
20 49.14 43.06 6.08 13.4% 1.51 3.3% 38% False False 277,086
40 50.00 40.77 9.23 20.4% 1.51 3.3% 50% False False 176,595
60 51.81 40.77 11.04 24.3% 1.54 3.4% 41% False False 129,254
80 53.39 40.77 12.62 27.8% 1.52 3.4% 36% False False 101,584
100 53.39 40.77 12.62 27.8% 1.48 3.3% 36% False False 84,459
120 53.39 39.40 13.99 30.9% 1.46 3.2% 42% False False 72,481
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.54
2.618 48.66
1.618 47.51
1.000 46.80
0.618 46.36
HIGH 45.65
0.618 45.21
0.500 45.08
0.382 44.94
LOW 44.50
0.618 43.79
1.000 43.35
1.618 42.64
2.618 41.49
4.250 39.61
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 45.25 45.01
PP 45.16 44.68
S1 45.08 44.36

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

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