NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 50.40 50.87 0.47 0.9% 45.83
High 51.11 51.75 0.64 1.3% 49.48
Low 50.29 50.47 0.18 0.4% 45.35
Close 50.98 51.57 0.59 1.2% 49.40
Range 0.82 1.28 0.46 56.1% 4.13
ATR 1.55 1.53 -0.02 -1.3% 0.00
Volume 65,363 82,789 17,426 26.7% 312,546
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.10 54.62 52.27
R3 53.82 53.34 51.92
R2 52.54 52.54 51.80
R1 52.06 52.06 51.69 52.30
PP 51.26 51.26 51.26 51.39
S1 50.78 50.78 51.45 51.02
S2 49.98 49.98 51.34
S3 48.70 49.50 51.22
S4 47.42 48.22 50.87
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 51.75 48.19 3.56 6.9% 1.13 2.2% 95% True False 66,708
10 51.75 45.35 6.40 12.4% 1.62 3.1% 97% True False 65,148
20 51.75 44.46 7.29 14.1% 1.45 2.8% 98% True False 57,671
40 51.75 44.09 7.66 14.9% 1.49 2.9% 98% True False 42,790
60 51.75 42.34 9.41 18.2% 1.43 2.8% 98% True False 34,483
80 52.66 42.34 10.32 20.0% 1.51 2.9% 89% False False 29,431
100 53.72 42.34 11.38 22.1% 1.41 2.7% 81% False False 24,890
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.19
2.618 55.10
1.618 53.82
1.000 53.03
0.618 52.54
HIGH 51.75
0.618 51.26
0.500 51.11
0.382 50.96
LOW 50.47
0.618 49.68
1.000 49.19
1.618 48.40
2.618 47.12
4.250 45.03
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 51.42 51.25
PP 51.26 50.93
S1 51.11 50.61

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

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