NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 47.68 46.65 -1.03 -2.2% 46.20
High 48.32 47.91 -0.41 -0.8% 48.32
Low 46.06 46.22 0.16 0.3% 45.12
Close 46.28 47.66 1.38 3.0% 46.28
Range 2.26 1.69 -0.57 -25.2% 3.20
ATR 1.57 1.58 0.01 0.5% 0.00
Volume 36,435 19,075 -17,360 -47.6% 143,224
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 52.33 51.69 48.59
R3 50.64 50.00 48.12
R2 48.95 48.95 47.97
R1 48.31 48.31 47.81 48.63
PP 47.26 47.26 47.26 47.43
S1 46.62 46.62 47.51 46.94
S2 45.57 45.57 47.35
S3 43.88 44.93 47.20
S4 42.19 43.24 46.73
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.17 54.43 48.04
R3 52.97 51.23 47.16
R2 49.77 49.77 46.87
R1 48.03 48.03 46.57 48.90
PP 46.57 46.57 46.57 47.01
S1 44.83 44.83 45.99 45.70
S2 43.37 43.37 45.69
S3 40.17 41.63 45.40
S4 36.97 38.43 44.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.32 45.12 3.20 6.7% 1.39 2.9% 79% False False 29,795
10 48.35 45.12 3.23 6.8% 1.27 2.7% 79% False False 26,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.09
2.618 52.33
1.618 50.64
1.000 49.60
0.618 48.95
HIGH 47.91
0.618 47.26
0.500 47.07
0.382 46.87
LOW 46.22
0.618 45.18
1.000 44.53
1.618 43.49
2.618 41.80
4.250 39.04
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 47.46 47.50
PP 47.26 47.35
S1 47.07 47.19

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

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