NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 48.37 48.95 0.58 1.2% 45.83
High 49.48 49.46 -0.02 0.0% 49.48
Low 47.72 48.19 0.47 1.0% 45.35
Close 48.97 49.40 0.43 0.9% 49.40
Range 1.76 1.27 -0.49 -27.8% 4.13
ATR 1.68 1.66 -0.03 -1.8% 0.00
Volume 73,426 54,568 -18,858 -25.7% 312,546
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.83 52.38 50.10
R3 51.56 51.11 49.75
R2 50.29 50.29 49.63
R1 49.84 49.84 49.52 50.07
PP 49.02 49.02 49.02 49.13
S1 48.57 48.57 49.28 48.80
S2 47.75 47.75 49.17
S3 46.48 47.30 49.05
S4 45.21 46.03 48.70
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.47 59.06 51.67
R3 56.34 54.93 50.54
R2 52.21 52.21 50.16
R1 50.80 50.80 49.78 51.51
PP 48.08 48.08 48.08 48.43
S1 46.67 46.67 49.02 47.38
S2 43.95 43.95 48.64
S3 39.82 42.54 48.26
S4 35.69 38.41 47.13
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% 1.90 3.9% 98% False False 62,509
10 49.48 44.46 5.02 10.2% 1.62 3.3% 98% False False 63,616
20 49.65 44.46 5.19 10.5% 1.62 3.3% 95% False False 49,315
40 51.13 44.02 7.11 14.4% 1.51 3.1% 76% False False 38,500
60 51.13 42.34 8.79 17.8% 1.46 3.0% 80% False False 31,388
80 53.72 42.34 11.38 23.0% 1.51 3.0% 62% False False 26,440
100 53.72 42.34 11.38 23.0% 1.41 2.8% 62% False False 22,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 54.86
2.618 52.78
1.618 51.51
1.000 50.73
0.618 50.24
HIGH 49.46
0.618 48.97
0.500 48.83
0.382 48.68
LOW 48.19
0.618 47.41
1.000 46.92
1.618 46.14
2.618 44.87
4.250 42.79
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 49.21 48.77
PP 49.02 48.15
S1 48.83 47.52

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

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