NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 48.93 48.00 -0.93 -1.9% 50.67
High 49.34 48.28 -1.06 -2.1% 50.67
Low 48.07 46.36 -1.71 -3.6% 48.44
Close 48.24 46.51 -1.73 -3.6% 49.63
Range 1.27 1.92 0.65 51.2% 2.23
ATR 1.40 1.43 0.04 2.7% 0.00
Volume 33,192 31,636 -1,556 -4.7% 139,245
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 52.81 51.58 47.57
R3 50.89 49.66 47.04
R2 48.97 48.97 46.86
R1 47.74 47.74 46.69 47.40
PP 47.05 47.05 47.05 46.88
S1 45.82 45.82 46.33 45.48
S2 45.13 45.13 46.16
S3 43.21 43.90 45.98
S4 41.29 41.98 45.45
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 46.36 4.07 8.8% 1.28 2.7% 4% False True 27,425
10 51.13 46.36 4.77 10.3% 1.29 2.8% 3% False True 28,353
20 51.13 43.27 7.86 16.9% 1.37 3.0% 41% False False 26,785
40 51.13 42.34 8.79 18.9% 1.41 3.0% 47% False False 21,876
60 53.72 42.34 11.38 24.5% 1.45 3.1% 37% False False 18,403
80 53.72 42.34 11.38 24.5% 1.35 2.9% 37% False False 15,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 56.44
2.618 53.31
1.618 51.39
1.000 50.20
0.618 49.47
HIGH 48.28
0.618 47.55
0.500 47.32
0.382 47.09
LOW 46.36
0.618 45.17
1.000 44.44
1.618 43.25
2.618 41.33
4.250 38.20
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 47.32 47.85
PP 47.05 47.40
S1 46.78 46.96

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

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