NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 47.41 46.66 -0.75 -1.6% 46.20
High 47.63 49.08 1.45 3.0% 48.32
Low 45.95 46.14 0.19 0.4% 45.12
Close 46.38 48.74 2.36 5.1% 46.28
Range 1.68 2.94 1.26 75.0% 3.20
ATR 1.59 1.69 0.10 6.1% 0.00
Volume 19,753 33,429 13,676 69.2% 143,224
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.81 55.71 50.36
R3 53.87 52.77 49.55
R2 50.93 50.93 49.28
R1 49.83 49.83 49.01 50.38
PP 47.99 47.99 47.99 48.26
S1 46.89 46.89 48.47 47.44
S2 45.05 45.05 48.20
S3 42.11 43.95 47.93
S4 39.17 41.01 47.12
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 49.08 45.95 3.13 6.4% 1.90 3.9% 89% True False 30,353
10 49.08 45.12 3.96 8.1% 1.45 3.0% 91% True False 26,537
20 50.26 45.12 5.14 10.5% 1.62 3.3% 70% False False 23,371
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 False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 61.58
2.618 56.78
1.618 53.84
1.000 52.02
0.618 50.90
HIGH 49.08
0.618 47.96
0.500 47.61
0.382 47.26
LOW 46.14
0.618 44.32
1.000 43.20
1.618 41.38
2.618 38.44
4.250 33.65
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 48.36 48.33
PP 47.99 47.92
S1 47.61 47.52

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

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