NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 44.50 45.62 1.12 2.5% 46.21
High 45.65 46.52 0.87 1.9% 47.07
Low 44.50 45.52 1.02 2.3% 43.35
Close 45.34 46.32 0.98 2.2% 43.62
Range 1.15 1.00 -0.15 -13.0% 3.72
ATR 1.57 1.55 -0.03 -1.8% 0.00
Volume 585,987 521,680 -64,307 -11.0% 1,799,768
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.12 48.72 46.87
R3 48.12 47.72 46.60
R2 47.12 47.12 46.50
R1 46.72 46.72 46.41 46.92
PP 46.12 46.12 46.12 46.22
S1 45.72 45.72 46.23 45.92
S2 45.12 45.12 46.14
S3 44.12 44.72 46.05
S4 43.12 43.72 45.77
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 46.52 43.06 3.46 7.5% 1.14 2.5% 94% True False 547,706
10 47.99 43.06 4.93 10.6% 1.36 2.9% 66% False False 440,766
20 49.14 43.06 6.08 13.1% 1.50 3.2% 54% False False 296,810
40 50.00 40.77 9.23 19.9% 1.50 3.2% 60% False False 188,511
60 51.81 40.77 11.04 23.8% 1.54 3.3% 50% False False 137,460
80 53.39 40.77 12.62 27.2% 1.52 3.3% 44% False False 107,999
100 53.39 40.77 12.62 27.2% 1.48 3.2% 44% False False 89,533
120 53.39 39.40 13.99 30.2% 1.46 3.1% 49% False False 76,740
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.77
2.618 49.14
1.618 48.14
1.000 47.52
0.618 47.14
HIGH 46.52
0.618 46.14
0.500 46.02
0.382 45.90
LOW 45.52
0.618 44.90
1.000 44.52
1.618 43.90
2.618 42.90
4.250 41.27
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 46.22 45.81
PP 46.12 45.30
S1 46.02 44.79

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

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