NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 45.62 46.07 0.45 1.0% 43.70
High 46.52 46.55 0.03 0.1% 46.55
Low 45.52 44.22 -1.30 -2.9% 43.06
Close 46.32 44.48 -1.84 -4.0% 44.48
Range 1.00 2.33 1.33 133.0% 3.49
ATR 1.55 1.60 0.06 3.6% 0.00
Volume 521,680 718,395 196,715 37.7% 3,035,506
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.07 50.61 45.76
R3 49.74 48.28 45.12
R2 47.41 47.41 44.91
R1 45.95 45.95 44.69 45.52
PP 45.08 45.08 45.08 44.87
S1 43.62 43.62 44.27 43.19
S2 42.75 42.75 44.05
S3 40.42 41.29 43.84
S4 38.09 38.96 43.20
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.17 53.31 46.40
R3 51.68 49.82 45.44
R2 48.19 48.19 45.12
R1 46.33 46.33 44.80 47.26
PP 44.70 44.70 44.70 45.16
S1 42.84 42.84 44.16 43.77
S2 41.21 41.21 43.84
S3 37.72 39.35 43.52
S4 34.23 35.86 42.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.55 43.06 3.49 7.8% 1.41 3.2% 41% True False 607,101
10 47.07 43.06 4.01 9.0% 1.41 3.2% 35% False False 483,527
20 49.14 43.06 6.08 13.7% 1.56 3.5% 23% False False 328,358
40 50.00 40.77 9.23 20.8% 1.53 3.4% 40% False False 205,722
60 51.39 40.77 10.62 23.9% 1.54 3.5% 35% False False 148,954
80 53.39 40.77 12.62 28.4% 1.53 3.4% 29% False False 116,747
100 53.39 40.77 12.62 28.4% 1.49 3.3% 29% False False 96,580
120 53.39 40.20 13.19 29.7% 1.47 3.3% 32% False False 82,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 56.45
2.618 52.65
1.618 50.32
1.000 48.88
0.618 47.99
HIGH 46.55
0.618 45.66
0.500 45.39
0.382 45.11
LOW 44.22
0.618 42.78
1.000 41.89
1.618 40.45
2.618 38.12
4.250 34.32
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 45.39 45.39
PP 45.08 45.08
S1 44.78 44.78

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

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