NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 47.19 45.83 -1.36 -2.9% 45.21
High 47.75 47.35 -0.40 -0.8% 47.75
Low 45.43 45.62 0.19 0.4% 44.46
Close 45.69 47.08 1.39 3.0% 45.69
Range 2.32 1.73 -0.59 -25.4% 3.29
ATR 1.55 1.56 0.01 0.8% 0.00
Volume 59,960 42,625 -17,335 -28.9% 323,621
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.87 51.21 48.03
R3 50.14 49.48 47.56
R2 48.41 48.41 47.40
R1 47.75 47.75 47.24 48.08
PP 46.68 46.68 46.68 46.85
S1 46.02 46.02 46.92 46.35
S2 44.95 44.95 46.76
S3 43.22 44.29 46.60
S4 41.49 42.56 46.13
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 7.0% 1.48 3.1% 80% False False 67,950
10 47.75 44.46 3.29 7.0% 1.33 2.8% 80% False False 52,511
20 49.65 44.46 5.19 11.0% 1.52 3.2% 50% False False 41,848
40 51.13 42.34 8.79 18.7% 1.48 3.2% 54% False False 33,360
60 52.11 42.34 9.77 20.8% 1.49 3.2% 49% False False 27,854
80 53.72 42.34 11.38 24.2% 1.45 3.1% 42% False False 23,448
100 53.72 42.34 11.38 24.2% 1.40 3.0% 42% False False 20,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.70
2.618 51.88
1.618 50.15
1.000 49.08
0.618 48.42
HIGH 47.35
0.618 46.69
0.500 46.49
0.382 46.28
LOW 45.62
0.618 44.55
1.000 43.89
1.618 42.82
2.618 41.09
4.250 38.27
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 46.88 46.92
PP 46.68 46.75
S1 46.49 46.59

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

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