NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 48.80 49.36 0.56 1.1% 50.67
High 49.46 50.43 0.97 2.0% 50.67
Low 48.44 48.91 0.47 1.0% 48.44
Close 49.35 49.63 0.28 0.6% 49.63
Range 1.02 1.52 0.50 49.0% 2.23
ATR 1.43 1.44 0.01 0.4% 0.00
Volume 24,390 28,781 4,391 18.0% 139,245
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 54.22 53.44 50.47
R3 52.70 51.92 50.05
R2 51.18 51.18 49.91
R1 50.40 50.40 49.77 50.79
PP 49.66 49.66 49.66 49.85
S1 48.88 48.88 49.49 49.27
S2 48.14 48.14 49.35
S3 46.62 47.36 49.21
S4 45.10 45.84 48.79
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.27 55.18 50.86
R3 54.04 52.95 50.24
R2 51.81 51.81 50.04
R1 50.72 50.72 49.83 50.15
PP 49.58 49.58 49.58 49.30
S1 48.49 48.49 49.43 47.92
S2 47.35 47.35 49.22
S3 45.12 46.26 49.02
S4 42.89 44.03 48.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.67 48.44 2.23 4.5% 1.36 2.7% 53% False False 27,849
10 51.13 47.09 4.04 8.1% 1.30 2.6% 63% False False 28,236
20 51.13 42.34 8.79 17.7% 1.45 2.9% 83% False False 24,872
40 52.11 42.34 9.77 19.7% 1.47 3.0% 75% False False 20,858
60 53.72 42.34 11.38 22.9% 1.43 2.9% 64% False False 17,314
80 53.72 42.34 11.38 22.9% 1.37 2.8% 64% False False 14,755
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.89
2.618 54.41
1.618 52.89
1.000 51.95
0.618 51.37
HIGH 50.43
0.618 49.85
0.500 49.67
0.382 49.49
LOW 48.91
0.618 47.97
1.000 47.39
1.618 46.45
2.618 44.93
4.250 42.45
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 49.67 49.57
PP 49.66 49.50
S1 49.64 49.44

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

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