NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 46.74 47.19 0.45 1.0% 45.21
High 47.61 47.75 0.14 0.3% 47.75
Low 46.66 45.43 -1.23 -2.6% 44.46
Close 47.48 45.69 -1.79 -3.8% 45.69
Range 0.95 2.32 1.37 144.2% 3.29
ATR 1.49 1.55 0.06 4.0% 0.00
Volume 79,820 59,960 -19,860 -24.9% 323,621
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.25 51.79 46.97
R3 50.93 49.47 46.33
R2 48.61 48.61 46.12
R1 47.15 47.15 45.90 46.72
PP 46.29 46.29 46.29 46.08
S1 44.83 44.83 45.48 44.40
S2 43.97 43.97 45.26
S3 41.65 42.51 45.05
S4 39.33 40.19 44.41
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.84 54.05 47.50
R3 52.55 50.76 46.59
R2 49.26 49.26 46.29
R1 47.47 47.47 45.99 48.37
PP 45.97 45.97 45.97 46.41
S1 44.18 44.18 45.39 45.08
S2 42.68 42.68 45.09
S3 39.39 40.89 44.79
S4 36.10 37.60 43.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.75 44.46 3.29 7.2% 1.33 2.9% 37% True False 64,724
10 48.24 44.46 3.78 8.3% 1.33 2.9% 33% False False 52,422
20 50.43 44.46 5.97 13.1% 1.51 3.3% 21% False False 41,156
40 51.13 42.34 8.79 19.2% 1.47 3.2% 38% False False 32,666
60 52.19 42.34 9.85 21.6% 1.48 3.2% 34% False False 27,371
80 53.72 42.34 11.38 24.9% 1.45 3.2% 29% False False 22,982
100 53.72 42.34 11.38 24.9% 1.40 3.1% 29% False False 19,791
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 57.61
2.618 53.82
1.618 51.50
1.000 50.07
0.618 49.18
HIGH 47.75
0.618 46.86
0.500 46.59
0.382 46.32
LOW 45.43
0.618 44.00
1.000 43.11
1.618 41.68
2.618 39.36
4.250 35.57
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 46.59 46.59
PP 46.29 46.29
S1 45.99 45.99

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

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