NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 46.20 45.60 -0.60 -1.3% 47.84
High 46.74 46.38 -0.36 -0.8% 48.82
Low 45.79 45.12 -0.67 -1.5% 45.45
Close 45.91 45.98 0.07 0.2% 45.72
Range 0.95 1.26 0.31 32.6% 3.37
ATR 1.59 1.57 -0.02 -1.5% 0.00
Volume 13,322 22,877 9,555 71.7% 122,760
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.61 49.05 46.67
R3 48.35 47.79 46.33
R2 47.09 47.09 46.21
R1 46.53 46.53 46.10 46.81
PP 45.83 45.83 45.83 45.97
S1 45.27 45.27 45.86 45.55
S2 44.57 44.57 45.75
S3 43.31 44.01 45.63
S4 42.05 42.75 45.29
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.77 54.62 47.57
R3 53.40 51.25 46.65
R2 50.03 50.03 46.34
R1 47.88 47.88 46.03 47.27
PP 46.66 46.66 46.66 46.36
S1 44.51 44.51 45.41 43.90
S2 43.29 43.29 45.10
S3 39.92 41.14 44.79
S4 36.55 37.77 43.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.73 45.12 2.61 5.7% 1.19 2.6% 33% False True 22,064
10 50.26 45.12 5.14 11.2% 1.39 3.0% 17% False True 21,686
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 False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.74
2.618 49.68
1.618 48.42
1.000 47.64
0.618 47.16
HIGH 46.38
0.618 45.90
0.500 45.75
0.382 45.60
LOW 45.12
0.618 44.34
1.000 43.86
1.618 43.08
2.618 41.82
4.250 39.77
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 45.90 45.96
PP 45.83 45.95
S1 45.75 45.93

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

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