NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 45.62 44.96 -0.66 -1.4% 43.70
High 45.96 47.45 1.49 3.2% 46.55
Low 44.19 44.35 0.16 0.4% 43.06
Close 44.67 47.05 2.38 5.3% 44.48
Range 1.77 3.10 1.33 75.1% 3.49
ATR 1.63 1.73 0.11 6.5% 0.00
Volume 630,757 1,008,434 377,677 59.9% 3,035,506
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.58 54.42 48.76
R3 52.48 51.32 47.90
R2 49.38 49.38 47.62
R1 48.22 48.22 47.33 48.80
PP 46.28 46.28 46.28 46.58
S1 45.12 45.12 46.77 45.70
S2 43.18 43.18 46.48
S3 40.08 42.02 46.20
S4 36.98 38.92 45.35
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 47.45 44.19 3.26 6.9% 1.99 4.2% 88% True False 681,277
10 47.45 43.06 4.39 9.3% 1.58 3.4% 91% True False 601,575
20 48.38 43.06 5.32 11.3% 1.72 3.7% 75% False False 422,426
40 50.00 40.77 9.23 19.6% 1.58 3.4% 68% False False 256,512
60 50.10 40.77 9.33 19.8% 1.56 3.3% 67% False False 183,706
80 53.39 40.77 12.62 26.8% 1.58 3.3% 50% False False 143,352
100 53.39 40.77 12.62 26.8% 1.50 3.2% 50% False False 117,771
120 53.39 40.77 12.62 26.8% 1.49 3.2% 50% False False 100,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 60.63
2.618 55.57
1.618 52.47
1.000 50.55
0.618 49.37
HIGH 47.45
0.618 46.27
0.500 45.90
0.382 45.53
LOW 44.35
0.618 42.43
1.000 41.25
1.618 39.33
2.618 36.23
4.250 31.18
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 46.67 46.64
PP 46.28 46.23
S1 45.90 45.82

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

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