NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 49.13 47.38 -1.75 -3.6% 45.93
High 49.28 48.24 -1.04 -2.1% 49.65
Low 47.38 46.57 -0.81 -1.7% 45.71
Close 47.69 48.05 0.36 0.8% 47.69
Range 1.90 1.67 -0.23 -12.1% 3.94
ATR 1.66 1.66 0.00 0.1% 0.00
Volume 37,689 41,732 4,043 10.7% 122,246
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.63 52.01 48.97
R3 50.96 50.34 48.51
R2 49.29 49.29 48.36
R1 48.67 48.67 48.20 48.98
PP 47.62 47.62 47.62 47.78
S1 47.00 47.00 47.90 47.31
S2 45.95 45.95 47.74
S3 44.28 45.33 47.59
S4 42.61 43.66 47.13
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.50 57.54 49.86
R3 55.56 53.60 48.77
R2 51.62 51.62 48.41
R1 49.66 49.66 48.05 50.64
PP 47.68 47.68 47.68 48.18
S1 45.72 45.72 47.33 46.70
S2 43.74 43.74 46.97
S3 39.80 41.78 46.61
S4 35.86 37.84 45.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.65 45.71 3.94 8.2% 1.97 4.1% 59% False False 32,795
10 49.65 44.80 4.85 10.1% 1.72 3.6% 67% False False 31,186
20 51.13 44.80 6.33 13.2% 1.51 3.1% 51% False False 29,711
40 51.13 42.34 8.79 18.3% 1.46 3.0% 65% False False 23,957
60 52.66 42.34 10.32 21.5% 1.55 3.2% 55% False False 21,044
80 53.72 42.34 11.38 23.7% 1.42 2.9% 50% False False 17,544
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.31
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.34
2.618 52.61
1.618 50.94
1.000 49.91
0.618 49.27
HIGH 48.24
0.618 47.60
0.500 47.41
0.382 47.21
LOW 46.57
0.618 45.54
1.000 44.90
1.618 43.87
2.618 42.20
4.250 39.47
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 47.84 48.11
PP 47.62 48.09
S1 47.41 48.07

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

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