NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 45.93 46.75 0.82 1.8% 49.16
High 48.45 48.09 -0.36 -0.7% 49.34
Low 45.71 46.49 0.78 1.7% 44.80
Close 46.74 47.47 0.73 1.6% 46.24
Range 2.74 1.60 -1.14 -41.6% 4.54
ATR 1.57 1.57 0.00 0.1% 0.00
Volume 27,312 18,438 -8,874 -32.5% 147,884
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.15 51.41 48.35
R3 50.55 49.81 47.91
R2 48.95 48.95 47.76
R1 48.21 48.21 47.62 48.58
PP 47.35 47.35 47.35 47.54
S1 46.61 46.61 47.32 46.98
S2 45.75 45.75 47.18
S3 44.15 45.01 47.03
S4 42.55 43.41 46.59
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 48.45 44.80 3.65 7.7% 1.95 4.1% 73% False False 28,263
10 50.43 44.80 5.63 11.9% 1.54 3.2% 47% False False 27,266
20 51.13 44.09 7.04 14.8% 1.52 3.2% 48% False False 27,501
40 51.13 42.34 8.79 18.5% 1.42 3.0% 58% False False 22,404
60 52.66 42.34 10.32 21.7% 1.51 3.2% 50% False False 19,509
80 53.72 42.34 11.38 24.0% 1.38 2.9% 45% False False 16,305
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.89
2.618 52.28
1.618 50.68
1.000 49.69
0.618 49.08
HIGH 48.09
0.618 47.48
0.500 47.29
0.382 47.10
LOW 46.49
0.618 45.50
1.000 44.89
1.618 43.90
2.618 42.30
4.250 39.69
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 47.41 47.22
PP 47.35 46.96
S1 47.29 46.71

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

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