NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 44.96 47.20 2.24 5.0% 43.70
High 47.45 48.32 0.87 1.8% 46.55
Low 44.35 46.60 2.25 5.1% 43.06
Close 47.05 47.83 0.78 1.7% 44.48
Range 3.10 1.72 -1.38 -44.5% 3.49
ATR 1.73 1.73 0.00 0.0% 0.00
Volume 1,008,434 702,649 -305,785 -30.3% 3,035,506
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.74 52.01 48.78
R3 51.02 50.29 48.30
R2 49.30 49.30 48.15
R1 48.57 48.57 47.99 48.94
PP 47.58 47.58 47.58 47.77
S1 46.85 46.85 47.67 47.22
S2 45.86 45.86 47.51
S3 44.14 45.13 47.36
S4 42.42 43.41 46.88
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 48.32 44.19 4.13 8.6% 2.14 4.5% 88% True False 717,470
10 48.32 43.06 5.26 11.0% 1.64 3.4% 91% True False 632,588
20 48.38 43.06 5.32 11.1% 1.71 3.6% 90% False False 450,385
40 50.00 41.91 8.09 16.9% 1.57 3.3% 73% False False 272,485
60 50.10 40.77 9.33 19.5% 1.55 3.2% 76% False False 194,741
80 53.39 40.77 12.62 26.4% 1.58 3.3% 56% False False 151,979
100 53.39 40.77 12.62 26.4% 1.50 3.1% 56% False False 124,556
120 53.39 40.77 12.62 26.4% 1.49 3.1% 56% False False 106,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 55.63
2.618 52.82
1.618 51.10
1.000 50.04
0.618 49.38
HIGH 48.32
0.618 47.66
0.500 47.46
0.382 47.26
LOW 46.60
0.618 45.54
1.000 44.88
1.618 43.82
2.618 42.10
4.250 39.29
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 47.71 47.31
PP 47.58 46.78
S1 47.46 46.26

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

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