NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 45.40 45.93 0.53 1.2% 49.16
High 46.44 48.45 2.01 4.3% 49.34
Low 44.96 45.71 0.75 1.7% 44.80
Close 46.24 46.74 0.50 1.1% 46.24
Range 1.48 2.74 1.26 85.1% 4.54
ATR 1.48 1.57 0.09 6.1% 0.00
Volume 27,300 27,312 12 0.0% 147,884
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.19 53.70 48.25
R3 52.45 50.96 47.49
R2 49.71 49.71 47.24
R1 48.22 48.22 46.99 48.97
PP 46.97 46.97 46.97 47.34
S1 45.48 45.48 46.49 46.23
S2 44.23 44.23 46.24
S3 41.49 42.74 45.99
S4 38.75 40.00 45.23
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.41 57.87 48.74
R3 55.87 53.33 47.49
R2 51.33 51.33 47.07
R1 48.79 48.79 46.66 47.79
PP 46.79 46.79 46.79 46.30
S1 44.25 44.25 45.82 43.25
S2 42.25 42.25 45.41
S3 37.71 39.71 44.99
S4 33.17 35.17 43.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.34 44.80 4.54 9.7% 1.89 4.0% 43% False False 31,213
10 50.43 44.80 5.63 12.0% 1.54 3.3% 34% False False 28,408
20 51.13 44.09 7.04 15.1% 1.49 3.2% 38% False False 27,615
40 51.13 42.34 8.79 18.8% 1.44 3.1% 50% False False 22,689
60 52.66 42.34 10.32 22.1% 1.50 3.2% 43% False False 19,342
80 53.72 42.34 11.38 24.3% 1.37 2.9% 39% False False 16,133
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 0.32
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 60.10
2.618 55.62
1.618 52.88
1.000 51.19
0.618 50.14
HIGH 48.45
0.618 47.40
0.500 47.08
0.382 46.76
LOW 45.71
0.618 44.02
1.000 42.97
1.618 41.28
2.618 38.54
4.250 34.07
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 47.08 46.70
PP 46.97 46.66
S1 46.85 46.63

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

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