NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 51.63 52.03 0.40 0.8% 50.75
High 52.68 52.28 -0.40 -0.8% 52.74
Low 51.53 50.94 -0.59 -1.1% 50.31
Close 52.28 51.14 -1.14 -2.2% 51.26
Range 1.15 1.34 0.19 16.5% 2.43
ATR 1.41 1.41 -0.01 -0.4% 0.00
Volume 126,495 154,295 27,800 22.0% 741,709
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.47 54.65 51.88
R3 54.13 53.31 51.51
R2 52.79 52.79 51.39
R1 51.97 51.97 51.26 51.71
PP 51.45 51.45 51.45 51.33
S1 50.63 50.63 51.02 50.37
S2 50.11 50.11 50.89
S3 48.77 49.29 50.77
S4 47.43 47.95 50.40
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 50.46 2.22 4.3% 1.12 2.2% 31% False False 112,772
10 52.74 50.31 2.43 4.8% 1.28 2.5% 34% False False 126,931
20 52.74 45.35 7.39 14.5% 1.45 2.8% 78% False False 96,039
40 52.74 44.46 8.28 16.2% 1.45 2.8% 81% False False 67,708
60 52.74 42.34 10.40 20.3% 1.44 2.8% 85% False False 53,011
80 52.74 42.34 10.40 20.3% 1.47 2.9% 85% False False 44,003
100 53.72 42.34 11.38 22.3% 1.44 2.8% 77% False False 37,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.98
2.618 55.79
1.618 54.45
1.000 53.62
0.618 53.11
HIGH 52.28
0.618 51.77
0.500 51.61
0.382 51.45
LOW 50.94
0.618 50.11
1.000 49.60
1.618 48.77
2.618 47.43
4.250 45.25
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 51.61 51.68
PP 51.45 51.50
S1 51.30 51.32

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

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