NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 50.66 50.85 0.19 0.4% 50.65
High 51.02 50.98 -0.04 -0.1% 52.22
Low 50.21 49.62 -0.59 -1.2% 49.90
Close 50.85 50.52 -0.33 -0.6% 50.85
Range 0.81 1.36 0.55 67.9% 2.32
ATR 1.40 1.40 0.00 -0.2% 0.00
Volume 551,300 623,398 72,098 13.1% 2,423,117
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.45 53.85 51.27
R3 53.09 52.49 50.89
R2 51.73 51.73 50.77
R1 51.13 51.13 50.64 50.75
PP 50.37 50.37 50.37 50.19
S1 49.77 49.77 50.40 49.39
S2 49.01 49.01 50.27
S3 47.65 48.41 50.15
S4 46.29 47.05 49.77
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.95 56.72 52.13
R3 55.63 54.40 51.49
R2 53.31 53.31 51.28
R1 52.08 52.08 51.06 52.70
PP 50.99 50.99 50.99 51.30
S1 49.76 49.76 50.64 50.38
S2 48.67 48.67 50.42
S3 46.35 47.44 50.21
S4 44.03 45.12 49.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.22 49.62 2.60 5.1% 1.15 2.3% 35% False True 547,214
10 52.22 49.62 2.60 5.1% 1.16 2.3% 35% False True 461,846
20 52.22 44.76 7.46 14.8% 1.38 2.7% 77% False False 346,431
40 52.22 43.77 8.45 16.7% 1.47 2.9% 80% False False 239,811
60 52.22 41.58 10.64 21.1% 1.48 2.9% 84% False False 186,353
80 52.22 41.58 10.64 21.1% 1.50 3.0% 84% False False 157,408
100 53.62 41.58 12.04 23.8% 1.51 3.0% 74% False False 139,151
120 53.62 41.58 12.04 23.8% 1.49 3.0% 74% False False 125,589
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.76
2.618 54.54
1.618 53.18
1.000 52.34
0.618 51.82
HIGH 50.98
0.618 50.46
0.500 50.30
0.382 50.14
LOW 49.62
0.618 48.78
1.000 48.26
1.618 47.42
2.618 46.06
4.250 43.84
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 50.45 50.73
PP 50.37 50.66
S1 50.30 50.59

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

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