NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 44.44 46.60 2.16 4.9% 44.80
High 46.72 47.41 0.69 1.5% 47.41
Low 44.09 46.12 2.03 4.6% 44.09
Close 46.38 47.20 0.82 1.8% 47.20
Range 2.63 1.29 -1.34 -51.0% 3.32
ATR 1.53 1.51 -0.02 -1.1% 0.00
Volume 23,648 19,750 -3,898 -16.5% 125,357
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.78 50.28 47.91
R3 49.49 48.99 47.55
R2 48.20 48.20 47.44
R1 47.70 47.70 47.32 47.95
PP 46.91 46.91 46.91 47.04
S1 46.41 46.41 47.08 46.66
S2 45.62 45.62 46.96
S3 44.33 45.12 46.85
S4 43.04 43.83 46.49
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.19 55.02 49.03
R3 52.87 51.70 48.11
R2 49.55 49.55 47.81
R1 48.38 48.38 47.50 48.97
PP 46.23 46.23 46.23 46.53
S1 45.06 45.06 46.90 45.65
S2 42.91 42.91 46.59
S3 39.59 41.74 46.29
S4 36.27 38.42 45.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.41 44.09 3.32 7.0% 1.62 3.4% 94% True False 25,071
10 47.41 42.34 5.07 10.7% 1.59 3.4% 96% True False 21,508
20 49.28 42.34 6.94 14.7% 1.40 3.0% 70% False False 18,204
40 52.66 42.34 10.32 21.9% 1.57 3.3% 47% False False 16,711
60 53.72 42.34 11.38 24.1% 1.38 2.9% 43% False False 13,488
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.89
2.618 50.79
1.618 49.50
1.000 48.70
0.618 48.21
HIGH 47.41
0.618 46.92
0.500 46.77
0.382 46.61
LOW 46.12
0.618 45.32
1.000 44.83
1.618 44.03
2.618 42.74
4.250 40.64
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 47.06 46.72
PP 46.91 46.23
S1 46.77 45.75

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

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