NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 47.38 47.64 0.26 0.5% 45.93
High 48.24 47.75 -0.49 -1.0% 49.65
Low 46.57 46.65 0.08 0.2% 45.71
Close 48.05 46.76 -1.29 -2.7% 47.69
Range 1.67 1.10 -0.57 -34.1% 3.94
ATR 1.66 1.64 -0.02 -1.1% 0.00
Volume 41,732 38,985 -2,747 -6.6% 122,246
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.35 49.66 47.37
R3 49.25 48.56 47.06
R2 48.15 48.15 46.96
R1 47.46 47.46 46.86 47.26
PP 47.05 47.05 47.05 46.95
S1 46.36 46.36 46.66 46.16
S2 45.95 45.95 46.56
S3 44.85 45.26 46.46
S4 43.75 44.16 46.16
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 46.49 3.16 6.8% 1.64 3.5% 9% False False 35,130
10 49.65 44.80 4.85 10.4% 1.76 3.8% 40% False False 33,172
20 51.13 44.80 6.33 13.5% 1.50 3.2% 31% False False 30,582
40 51.13 42.34 8.79 18.8% 1.45 3.1% 50% False False 24,612
60 52.66 42.34 10.32 22.1% 1.53 3.3% 43% False False 21,593
80 53.72 42.34 11.38 24.3% 1.41 3.0% 39% False False 17,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 52.43
2.618 50.63
1.618 49.53
1.000 48.85
0.618 48.43
HIGH 47.75
0.618 47.33
0.500 47.20
0.382 47.07
LOW 46.65
0.618 45.97
1.000 45.55
1.618 44.87
2.618 43.77
4.250 41.98
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 47.20 47.93
PP 47.05 47.54
S1 46.91 47.15

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

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