NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 51.80 51.31 -0.49 -0.9% 48.64
High 52.01 51.60 -0.41 -0.8% 51.30
Low 50.88 50.36 -0.52 -1.0% 48.35
Close 51.24 50.64 -0.60 -1.2% 50.38
Range 1.13 1.24 0.11 9.7% 2.95
ATR 1.57 1.55 -0.02 -1.5% 0.00
Volume 469,052 278,289 -190,763 -40.7% 1,060,050
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.59 53.85 51.32
R3 53.35 52.61 50.98
R2 52.11 52.11 50.87
R1 51.37 51.37 50.75 51.12
PP 50.87 50.87 50.87 50.74
S1 50.13 50.13 50.53 49.88
S2 49.63 49.63 50.41
S3 48.39 48.89 50.30
S4 47.15 47.65 49.96
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 52.16 49.71 2.45 4.8% 1.49 2.9% 38% False False 331,462
10 52.16 47.16 5.00 9.9% 1.36 2.7% 70% False False 258,293
20 52.16 43.77 8.39 16.6% 1.45 2.9% 82% False False 224,213
40 52.16 43.77 8.39 16.6% 1.51 3.0% 82% False False 160,160
60 52.16 41.58 10.58 20.9% 1.50 3.0% 86% False False 130,020
80 52.40 41.58 10.82 21.4% 1.58 3.1% 84% False False 117,123
100 53.62 41.58 12.04 23.8% 1.51 3.0% 75% False False 104,406
120 53.62 41.58 12.04 23.8% 1.51 3.0% 75% False False 96,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.87
2.618 54.85
1.618 53.61
1.000 52.84
0.618 52.37
HIGH 51.60
0.618 51.13
0.500 50.98
0.382 50.83
LOW 50.36
0.618 49.59
1.000 49.12
1.618 48.35
2.618 47.11
4.250 45.09
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 50.98 50.94
PP 50.87 50.84
S1 50.75 50.74

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

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