NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 51.73 50.75 -0.98 -1.9% 49.16
High 51.86 52.74 0.88 1.7% 51.86
Low 50.58 50.34 -0.24 -0.5% 48.93
Close 51.00 52.43 1.43 2.8% 51.00
Range 1.28 2.40 1.12 87.5% 2.93
ATR 1.52 1.58 0.06 4.2% 0.00
Volume 103,603 133,609 30,006 29.0% 382,577
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 59.04 58.13 53.75
R3 56.64 55.73 53.09
R2 54.24 54.24 52.87
R1 53.33 53.33 52.65 53.79
PP 51.84 51.84 51.84 52.06
S1 50.93 50.93 52.21 51.39
S2 49.44 49.44 51.99
S3 47.04 48.53 51.77
S4 44.64 46.13 51.11
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 59.39 58.12 52.61
R3 56.46 55.19 51.81
R2 53.53 53.53 51.54
R1 52.26 52.26 51.27 52.90
PP 50.60 50.60 50.60 50.91
S1 49.33 49.33 50.73 49.97
S2 47.67 47.67 50.46
S3 44.74 46.40 50.19
S4 41.81 43.47 49.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.74 49.46 3.28 6.3% 1.36 2.6% 91% True False 90,757
10 52.74 45.35 7.39 14.1% 1.59 3.0% 96% True False 78,610
20 52.74 44.46 8.28 15.8% 1.46 2.8% 96% True False 65,561
40 52.74 44.46 8.28 15.8% 1.48 2.8% 96% True False 47,636
60 52.74 42.34 10.40 19.8% 1.46 2.8% 97% True False 37,825
80 52.74 42.34 10.40 19.8% 1.53 2.9% 97% True False 32,173
100 53.72 42.34 11.38 21.7% 1.42 2.7% 89% False False 27,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.94
2.618 59.02
1.618 56.62
1.000 55.14
0.618 54.22
HIGH 52.74
0.618 51.82
0.500 51.54
0.382 51.26
LOW 50.34
0.618 48.86
1.000 47.94
1.618 46.46
2.618 44.06
4.250 40.14
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 52.13 52.13
PP 51.84 51.84
S1 51.54 51.54

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

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