NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 46.92 45.64 -1.28 -2.7% 45.93
High 47.09 46.33 -0.76 -1.6% 49.65
Low 45.28 45.22 -0.06 -0.1% 45.71
Close 45.44 45.92 0.48 1.1% 47.69
Range 1.81 1.11 -0.70 -38.7% 3.94
ATR 1.65 1.61 -0.04 -2.3% 0.00
Volume 33,534 54,048 20,514 61.2% 122,246
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.15 48.65 46.53
R3 48.04 47.54 46.23
R2 46.93 46.93 46.12
R1 46.43 46.43 46.02 46.68
PP 45.82 45.82 45.82 45.95
S1 45.32 45.32 45.82 45.57
S2 44.71 44.71 45.72
S3 43.60 44.21 45.61
S4 42.49 43.10 45.31
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 49.28 45.22 4.06 8.8% 1.52 3.3% 17% False True 41,197
10 49.65 44.80 4.85 10.6% 1.74 3.8% 23% False False 35,447
20 51.13 44.80 6.33 13.8% 1.51 3.3% 18% False False 31,900
40 51.13 42.34 8.79 19.1% 1.47 3.2% 41% False False 25,960
60 52.66 42.34 10.32 22.5% 1.54 3.4% 35% False False 22,763
80 53.72 42.34 11.38 24.8% 1.43 3.1% 31% False False 18,993
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 2 trading days
Fibonacci Retracements and Extensions
4.250 51.05
2.618 49.24
1.618 48.13
1.000 47.44
0.618 47.02
HIGH 46.33
0.618 45.91
0.500 45.78
0.382 45.64
LOW 45.22
0.618 44.53
1.000 44.11
1.618 43.42
2.618 42.31
4.250 40.50
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 45.87 46.49
PP 45.82 46.30
S1 45.78 46.11

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

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