NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 46.65 47.41 0.76 1.6% 46.20
High 47.91 47.63 -0.28 -0.6% 48.32
Low 46.22 45.95 -0.27 -0.6% 45.12
Close 47.66 46.38 -1.28 -2.7% 46.28
Range 1.69 1.68 -0.01 -0.6% 3.20
ATR 1.58 1.59 0.01 0.6% 0.00
Volume 19,075 19,753 678 3.6% 143,224
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.69 50.72 47.30
R3 50.01 49.04 46.84
R2 48.33 48.33 46.69
R1 47.36 47.36 46.53 47.01
PP 46.65 46.65 46.65 46.48
S1 45.68 45.68 46.23 45.33
S2 44.97 44.97 46.07
S3 43.29 44.00 45.92
S4 41.61 42.32 45.46
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 45.95 2.37 5.1% 1.48 3.2% 18% False True 29,170
10 48.32 45.12 3.20 6.9% 1.33 2.9% 39% False False 25,617
20 50.26 45.12 5.14 11.1% 1.54 3.3% 25% False False 22,722
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 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.77
2.618 52.03
1.618 50.35
1.000 49.31
0.618 48.67
HIGH 47.63
0.618 46.99
0.500 46.79
0.382 46.59
LOW 45.95
0.618 44.91
1.000 44.27
1.618 43.23
2.618 41.55
4.250 38.81
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 46.79 47.14
PP 46.65 46.88
S1 46.52 46.63

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

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