NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 45.83 46.77 0.94 2.1% 45.21
High 47.35 47.09 -0.26 -0.5% 47.75
Low 45.62 45.35 -0.27 -0.6% 44.46
Close 47.08 45.82 -1.26 -2.7% 45.69
Range 1.73 1.74 0.01 0.6% 3.29
ATR 1.56 1.58 0.01 0.8% 0.00
Volume 42,625 56,916 14,291 33.5% 323,621
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.31 50.30 46.78
R3 49.57 48.56 46.30
R2 47.83 47.83 46.14
R1 46.82 46.82 45.98 46.46
PP 46.09 46.09 46.09 45.90
S1 45.08 45.08 45.66 44.72
S2 44.35 44.35 45.50
S3 42.61 43.34 45.34
S4 40.87 41.60 44.86
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 45.35 2.40 5.2% 1.55 3.4% 20% False True 62,504
10 47.75 44.46 3.29 7.2% 1.40 3.0% 41% False False 54,304
20 49.65 44.46 5.19 11.3% 1.58 3.4% 26% False False 43,738
40 51.13 42.34 8.79 19.2% 1.48 3.2% 40% False False 34,308
60 52.11 42.34 9.77 21.3% 1.49 3.2% 36% False False 28,541
80 53.72 42.34 11.38 24.8% 1.46 3.2% 31% False False 24,091
100 53.72 42.34 11.38 24.8% 1.40 3.1% 31% False False 20,659
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.49
2.618 51.65
1.618 49.91
1.000 48.83
0.618 48.17
HIGH 47.09
0.618 46.43
0.500 46.22
0.382 46.01
LOW 45.35
0.618 44.27
1.000 43.61
1.618 42.53
2.618 40.79
4.250 37.96
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 46.22 46.55
PP 46.09 46.31
S1 45.95 46.06

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

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