NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 51.01 51.63 0.62 1.2% 50.75
High 51.58 52.68 1.10 2.1% 52.74
Low 50.68 51.53 0.85 1.7% 50.31
Close 51.14 52.28 1.14 2.2% 51.26
Range 0.90 1.15 0.25 27.8% 2.43
ATR 1.41 1.41 0.01 0.7% 0.00
Volume 68,409 126,495 58,086 84.9% 741,709
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.61 55.10 52.91
R3 54.46 53.95 52.60
R2 53.31 53.31 52.49
R1 52.80 52.80 52.39 53.06
PP 52.16 52.16 52.16 52.29
S1 51.65 51.65 52.17 51.91
S2 51.01 51.01 52.07
S3 49.86 50.50 51.96
S4 48.71 49.35 51.65
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.73 57.42 52.60
R3 56.30 54.99 51.93
R2 53.87 53.87 51.71
R1 52.56 52.56 51.48 53.22
PP 51.44 51.44 51.44 51.76
S1 50.13 50.13 51.04 50.79
S2 49.01 49.01 50.81
S3 46.58 47.70 50.59
S4 44.15 45.27 49.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.68 50.31 2.37 4.5% 1.09 2.1% 83% True False 117,689
10 52.74 50.31 2.43 4.6% 1.27 2.4% 81% False False 119,780
20 52.74 45.35 7.39 14.1% 1.43 2.7% 94% False False 92,316
40 52.74 44.46 8.28 15.8% 1.44 2.8% 94% False False 64,498
60 52.74 42.34 10.40 19.9% 1.45 2.8% 96% False False 50,693
80 52.74 42.34 10.40 19.9% 1.47 2.8% 96% False False 42,298
100 53.72 42.34 11.38 21.8% 1.44 2.7% 87% False False 35,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.57
2.618 55.69
1.618 54.54
1.000 53.83
0.618 53.39
HIGH 52.68
0.618 52.24
0.500 52.11
0.382 51.97
LOW 51.53
0.618 50.82
1.000 50.38
1.618 49.67
2.618 48.52
4.250 46.64
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 52.22 52.04
PP 52.16 51.81
S1 52.11 51.57

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

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