NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 45.21 44.90 -0.31 -0.7% 47.38
High 46.10 45.82 -0.28 -0.6% 48.24
Low 45.11 44.46 -0.65 -1.4% 44.79
Close 45.25 45.35 0.10 0.2% 45.06
Range 0.99 1.36 0.37 37.4% 3.45
ATR 1.54 1.53 -0.01 -0.8% 0.00
Volume 26,496 84,146 57,650 217.6% 200,600
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.29 48.68 46.10
R3 47.93 47.32 45.72
R2 46.57 46.57 45.60
R1 45.96 45.96 45.47 46.27
PP 45.21 45.21 45.21 45.36
S1 44.60 44.60 45.23 44.91
S2 43.85 43.85 45.10
S3 42.49 43.24 44.98
S4 41.13 41.88 44.60
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 47.09 44.46 2.63 5.8% 1.24 2.7% 34% False True 46,105
10 49.65 44.46 5.19 11.4% 1.44 3.2% 17% False True 40,617
20 50.43 44.46 5.97 13.2% 1.49 3.3% 15% False True 34,513
40 51.13 42.34 8.79 19.4% 1.45 3.2% 34% False False 28,542
60 52.66 42.34 10.32 22.8% 1.49 3.3% 29% False False 24,633
80 53.72 42.34 11.38 25.1% 1.43 3.2% 26% False False 20,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.60
2.618 49.38
1.618 48.02
1.000 47.18
0.618 46.66
HIGH 45.82
0.618 45.30
0.500 45.14
0.382 44.98
LOW 44.46
0.618 43.62
1.000 43.10
1.618 42.26
2.618 40.90
4.250 38.68
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 45.28 45.33
PP 45.21 45.30
S1 45.14 45.28

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

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