NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 48.14 48.95 0.81 1.7% 44.80
High 49.29 49.75 0.46 0.9% 47.41
Low 47.93 48.58 0.65 1.4% 44.09
Close 49.17 49.60 0.43 0.9% 47.20
Range 1.36 1.17 -0.19 -14.0% 3.32
ATR 1.49 1.47 -0.02 -1.5% 0.00
Volume 22,628 38,589 15,961 70.5% 125,357
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.82 52.38 50.24
R3 51.65 51.21 49.92
R2 50.48 50.48 49.81
R1 50.04 50.04 49.71 50.26
PP 49.31 49.31 49.31 49.42
S1 48.87 48.87 49.49 49.09
S2 48.14 48.14 49.39
S3 46.97 47.70 49.28
S4 45.80 46.53 48.96
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 49.75 44.09 5.66 11.4% 1.57 3.2% 97% True False 25,235
10 49.75 43.27 6.48 13.1% 1.45 2.9% 98% True False 25,217
20 49.75 42.34 7.41 14.9% 1.42 2.9% 98% True False 20,020
40 52.66 42.34 10.32 20.8% 1.56 3.1% 70% False False 18,194
60 53.72 42.34 11.38 22.9% 1.40 2.8% 64% False False 14,691
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 54.72
2.618 52.81
1.618 51.64
1.000 50.92
0.618 50.47
HIGH 49.75
0.618 49.30
0.500 49.17
0.382 49.03
LOW 48.58
0.618 47.86
1.000 47.41
1.618 46.69
2.618 45.52
4.250 43.61
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 49.46 49.21
PP 49.31 48.81
S1 49.17 48.42

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

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