NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 44.62 45.62 1.00 2.2% 43.70
High 46.20 45.96 -0.24 -0.5% 46.55
Low 44.43 44.19 -0.24 -0.5% 43.06
Close 45.93 44.67 -1.26 -2.7% 44.48
Range 1.77 1.77 0.00 0.0% 3.49
ATR 1.61 1.63 0.01 0.7% 0.00
Volume 527,119 630,757 103,638 19.7% 3,035,506
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.25 49.23 45.64
R3 48.48 47.46 45.16
R2 46.71 46.71 44.99
R1 45.69 45.69 44.83 45.32
PP 44.94 44.94 44.94 44.75
S1 43.92 43.92 44.51 43.55
S2 43.17 43.17 44.35
S3 41.40 42.15 44.18
S4 39.63 40.38 43.70
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 44.19 2.36 5.3% 1.60 3.6% 20% False True 596,787
10 46.55 43.06 3.49 7.8% 1.46 3.3% 46% False False 535,785
20 48.38 43.06 5.32 11.9% 1.63 3.6% 30% False False 377,790
40 50.00 40.77 9.23 20.7% 1.54 3.4% 42% False False 232,382
60 51.20 40.77 10.43 23.3% 1.55 3.5% 37% False False 167,409
80 53.39 40.77 12.62 28.3% 1.55 3.5% 31% False False 130,927
100 53.39 40.77 12.62 28.3% 1.49 3.3% 31% False False 107,846
120 53.39 40.77 12.62 28.3% 1.48 3.3% 31% False False 92,130
Crabel Price Patterns
NR False
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 0.25
Fibonacci Retracements and Extensions
4.250 53.48
2.618 50.59
1.618 48.82
1.000 47.73
0.618 47.05
HIGH 45.96
0.618 45.28
0.500 45.08
0.382 44.87
LOW 44.19
0.618 43.10
1.000 42.42
1.618 41.33
2.618 39.56
4.250 36.67
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 45.08 45.37
PP 44.94 45.14
S1 44.81 44.90

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

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