NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 49.36 49.16 -0.20 -0.4% 50.67
High 50.43 49.26 -1.17 -2.3% 50.67
Low 48.91 48.61 -0.30 -0.6% 48.44
Close 49.63 48.93 -0.70 -1.4% 49.63
Range 1.52 0.65 -0.87 -57.2% 2.23
ATR 1.44 1.41 -0.03 -2.1% 0.00
Volume 28,781 19,127 -9,654 -33.5% 139,245
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 50.88 50.56 49.29
R3 50.23 49.91 49.11
R2 49.58 49.58 49.05
R1 49.26 49.26 48.99 49.10
PP 48.93 48.93 48.93 48.85
S1 48.61 48.61 48.87 48.45
S2 48.28 48.28 48.81
S3 47.63 47.96 48.75
S4 46.98 47.31 48.57
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 50.43 48.44 1.99 4.1% 1.20 2.4% 25% False False 25,603
10 51.13 47.93 3.20 6.5% 1.23 2.5% 31% False False 27,992
20 51.13 42.34 8.79 18.0% 1.38 2.8% 75% False False 24,878
40 52.11 42.34 9.77 20.0% 1.44 3.0% 67% False False 20,943
60 53.72 42.34 11.38 23.3% 1.43 2.9% 58% False False 17,542
80 53.72 42.34 11.38 23.3% 1.36 2.8% 58% False False 14,889
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.28
Narrowest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 52.02
2.618 50.96
1.618 50.31
1.000 49.91
0.618 49.66
HIGH 49.26
0.618 49.01
0.500 48.94
0.382 48.86
LOW 48.61
0.618 48.21
1.000 47.96
1.618 47.56
2.618 46.91
4.250 45.85
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 48.94 49.44
PP 48.93 49.27
S1 48.93 49.10

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

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