NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 46.07 44.62 -1.45 -3.1% 43.70
High 46.55 46.20 -0.35 -0.8% 46.55
Low 44.22 44.43 0.21 0.5% 43.06
Close 44.48 45.93 1.45 3.3% 44.48
Range 2.33 1.77 -0.56 -24.0% 3.49
ATR 1.60 1.61 0.01 0.7% 0.00
Volume 718,395 527,119 -191,276 -26.6% 3,035,506
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.83 50.15 46.90
R3 49.06 48.38 46.42
R2 47.29 47.29 46.25
R1 46.61 46.61 46.09 46.95
PP 45.52 45.52 45.52 45.69
S1 44.84 44.84 45.77 45.18
S2 43.75 43.75 45.61
S3 41.98 43.07 45.44
S4 40.21 41.30 44.96
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 7.6% 1.56 3.4% 82% False False 609,462
10 46.69 43.06 3.63 7.9% 1.41 3.1% 79% False False 504,656
20 48.38 43.06 5.32 11.6% 1.57 3.4% 54% False False 349,223
40 50.00 40.77 9.23 20.1% 1.55 3.4% 56% False False 217,962
60 51.20 40.77 10.43 22.7% 1.55 3.4% 49% False False 157,282
80 53.39 40.77 12.62 27.5% 1.54 3.3% 41% False False 123,168
100 53.39 40.77 12.62 27.5% 1.49 3.2% 41% False False 101,713
120 53.39 40.64 12.75 27.8% 1.47 3.2% 41% False False 86,990
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.72
2.618 50.83
1.618 49.06
1.000 47.97
0.618 47.29
HIGH 46.20
0.618 45.52
0.500 45.32
0.382 45.11
LOW 44.43
0.618 43.34
1.000 42.66
1.618 41.57
2.618 39.80
4.250 36.91
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 45.73 45.75
PP 45.52 45.57
S1 45.32 45.39

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

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