NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 45.44 45.21 -0.23 -0.5% 47.38
High 45.70 46.10 0.40 0.9% 48.24
Low 44.79 45.11 0.32 0.7% 44.79
Close 45.06 45.25 0.19 0.4% 45.06
Range 0.91 0.99 0.08 8.8% 3.45
ATR 1.58 1.54 -0.04 -2.4% 0.00
Volume 32,301 26,496 -5,805 -18.0% 200,600
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 48.46 47.84 45.79
R3 47.47 46.85 45.52
R2 46.48 46.48 45.43
R1 45.86 45.86 45.34 46.17
PP 45.49 45.49 45.49 45.64
S1 44.87 44.87 45.16 45.18
S2 44.50 44.50 45.07
S3 43.51 43.88 44.98
S4 42.52 42.89 44.71
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.38 54.17 46.96
R3 52.93 50.72 46.01
R2 49.48 49.48 45.69
R1 47.27 47.27 45.38 46.65
PP 46.03 46.03 46.03 45.72
S1 43.82 43.82 44.74 43.20
S2 42.58 42.58 44.43
S3 39.13 40.37 44.11
S4 35.68 36.92 43.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.75 44.79 2.96 6.5% 1.18 2.6% 16% False False 37,072
10 49.65 44.79 4.86 10.7% 1.58 3.5% 9% False False 34,934
20 50.67 44.79 5.88 13.0% 1.50 3.3% 8% False False 31,823
40 51.13 42.34 8.79 19.4% 1.45 3.2% 33% False False 26,831
60 52.66 42.34 10.32 22.8% 1.53 3.4% 28% False False 23,407
80 53.72 42.34 11.38 25.1% 1.43 3.2% 26% False False 19,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.31
2.618 48.69
1.618 47.70
1.000 47.09
0.618 46.71
HIGH 46.10
0.618 45.72
0.500 45.61
0.382 45.49
LOW 45.11
0.618 44.50
1.000 44.12
1.618 43.51
2.618 42.52
4.250 40.90
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 45.61 45.56
PP 45.49 45.46
S1 45.37 45.35

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

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