NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 47.54 46.21 -1.33 -2.8% 46.54
High 47.73 46.99 -0.74 -1.6% 50.26
Low 45.96 45.87 -0.09 -0.2% 46.27
Close 46.10 46.58 0.48 1.0% 48.29
Range 1.77 1.12 -0.65 -36.7% 3.99
ATR
Volume 24,234 31,792 7,558 31.2% 74,414
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.84 49.33 47.20
R3 48.72 48.21 46.89
R2 47.60 47.60 46.79
R1 47.09 47.09 46.68 47.35
PP 46.48 46.48 46.48 46.61
S1 45.97 45.97 46.48 46.23
S2 45.36 45.36 46.37
S3 44.24 44.85 46.27
S4 43.12 43.73 45.96
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.24 58.26 50.48
R3 56.25 54.27 49.39
R2 52.26 52.26 49.02
R1 50.28 50.28 48.66 51.27
PP 48.27 48.27 48.27 48.77
S1 46.29 46.29 47.92 47.28
S2 44.28 44.28 47.56
S3 40.29 42.30 47.19
S4 36.30 38.31 46.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.88 45.87 4.01 8.6% 1.48 3.2% 18% False True 25,138
10 50.26 45.36 4.90 10.5% 1.71 3.7% 25% False False 21,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.75
2.618 49.92
1.618 48.80
1.000 48.11
0.618 47.68
HIGH 46.99
0.618 46.56
0.500 46.43
0.382 46.30
LOW 45.87
0.618 45.18
1.000 44.75
1.618 44.06
2.618 42.94
4.250 41.11
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 46.53 47.11
PP 46.48 46.93
S1 46.43 46.76

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

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