NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 50.75 52.22 1.47 2.9% 49.16
High 52.74 52.53 -0.21 -0.4% 51.86
Low 50.34 51.42 1.08 2.1% 48.93
Close 52.43 51.75 -0.68 -1.3% 51.00
Range 2.40 1.11 -1.29 -53.8% 2.93
ATR 1.58 1.55 -0.03 -2.1% 0.00
Volume 133,609 176,975 43,366 32.5% 382,577
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.23 54.60 52.36
R3 54.12 53.49 52.06
R2 53.01 53.01 51.95
R1 52.38 52.38 51.85 52.14
PP 51.90 51.90 51.90 51.78
S1 51.27 51.27 51.65 51.03
S2 50.79 50.79 51.55
S3 49.68 50.16 51.44
S4 48.57 49.05 51.14
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 50.29 2.45 4.7% 1.38 2.7% 60% False False 112,467
10 52.74 45.56 7.18 13.9% 1.52 2.9% 86% False False 90,616
20 52.74 44.46 8.28 16.0% 1.46 2.8% 88% False False 72,460
40 52.74 44.46 8.28 16.0% 1.48 2.9% 88% False False 51,521
60 52.74 42.34 10.40 20.1% 1.45 2.8% 90% False False 40,561
80 52.74 42.34 10.40 20.1% 1.51 2.9% 90% False False 34,310
100 53.72 42.34 11.38 22.0% 1.42 2.7% 83% False False 28,887
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.25
2.618 55.44
1.618 54.33
1.000 53.64
0.618 53.22
HIGH 52.53
0.618 52.11
0.500 51.98
0.382 51.84
LOW 51.42
0.618 50.73
1.000 50.31
1.618 49.62
2.618 48.51
4.250 46.70
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 51.98 51.68
PP 51.90 51.61
S1 51.83 51.54

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

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