NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 50.19 51.14 0.95 1.9% 48.64
High 51.17 51.30 0.13 0.3% 51.30
Low 49.87 49.96 0.09 0.2% 48.35
Close 50.98 50.38 -0.60 -1.2% 50.38
Range 1.30 1.34 0.04 3.1% 2.95
ATR 1.56 1.54 -0.02 -1.0% 0.00
Volume 258,091 273,375 15,284 5.9% 1,060,050
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.57 53.81 51.12
R3 53.23 52.47 50.75
R2 51.89 51.89 50.63
R1 51.13 51.13 50.50 50.84
PP 50.55 50.55 50.55 50.40
S1 49.79 49.79 50.26 49.50
S2 49.21 49.21 50.13
S3 47.87 48.45 50.01
S4 46.53 47.11 49.64
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.86 57.57 52.00
R3 55.91 54.62 51.19
R2 52.96 52.96 50.92
R1 51.67 51.67 50.65 52.32
PP 50.01 50.01 50.01 50.33
S1 48.72 48.72 50.11 49.37
S2 47.06 47.06 49.84
S3 44.11 45.77 49.57
S4 41.16 42.82 48.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.30 48.35 2.95 5.9% 1.15 2.3% 69% True False 212,010
10 51.30 44.76 6.54 13.0% 1.53 3.0% 86% True False 207,812
20 51.30 43.77 7.53 14.9% 1.45 2.9% 88% True False 186,503
40 51.30 43.77 7.53 14.9% 1.49 3.0% 88% True False 136,941
60 51.30 41.58 9.72 19.3% 1.48 2.9% 91% True False 113,862
80 52.40 41.58 10.82 21.5% 1.58 3.1% 81% False False 105,288
100 53.62 41.58 12.04 23.9% 1.50 3.0% 73% False False 94,577
120 53.62 41.58 12.04 23.9% 1.51 3.0% 73% False False 88,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.00
2.618 54.81
1.618 53.47
1.000 52.64
0.618 52.13
HIGH 51.30
0.618 50.79
0.500 50.63
0.382 50.47
LOW 49.96
0.618 49.13
1.000 48.62
1.618 47.79
2.618 46.45
4.250 44.27
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 50.63 50.49
PP 50.55 50.45
S1 50.46 50.42

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

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