NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 46.16 48.37 2.21 4.8% 45.21
High 48.58 49.48 0.90 1.9% 47.75
Low 45.56 47.72 2.16 4.7% 44.46
Close 48.22 48.97 0.75 1.6% 45.69
Range 3.02 1.76 -1.26 -41.7% 3.29
ATR 1.68 1.68 0.01 0.3% 0.00
Volume 85,011 73,426 -11,585 -13.6% 323,621
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 54.00 53.25 49.94
R3 52.24 51.49 49.45
R2 50.48 50.48 49.29
R1 49.73 49.73 49.13 50.11
PP 48.72 48.72 48.72 48.91
S1 47.97 47.97 48.81 48.35
S2 46.96 46.96 48.65
S3 45.20 46.21 48.49
S4 43.44 44.45 48.00
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 49.48 45.35 4.13 8.4% 2.11 4.3% 88% True False 63,587
10 49.48 44.46 5.02 10.3% 1.58 3.2% 90% True False 61,390
20 49.65 44.46 5.19 10.6% 1.66 3.4% 87% False False 48,418
40 51.13 43.27 7.86 16.1% 1.52 3.1% 73% False False 37,602
60 51.13 42.34 8.79 17.9% 1.50 3.1% 75% False False 30,724
80 53.72 42.34 11.38 23.2% 1.50 3.1% 58% False False 25,907
100 53.72 42.34 11.38 23.2% 1.41 2.9% 58% False False 22,030
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.96
2.618 54.09
1.618 52.33
1.000 51.24
0.618 50.57
HIGH 49.48
0.618 48.81
0.500 48.60
0.382 48.39
LOW 47.72
0.618 46.63
1.000 45.96
1.618 44.87
2.618 43.11
4.250 40.24
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 48.85 48.45
PP 48.72 47.93
S1 48.60 47.42

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

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