NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 46.66 48.80 2.14 4.6% 46.20
High 49.08 49.97 0.89 1.8% 48.32
Low 46.14 48.22 2.08 4.5% 45.12
Close 48.74 49.49 0.75 1.5% 46.28
Range 2.94 1.75 -1.19 -40.5% 3.20
ATR 1.69 1.69 0.00 0.3% 0.00
Volume 33,429 28,156 -5,273 -15.8% 143,224
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 54.48 53.73 50.45
R3 52.73 51.98 49.97
R2 50.98 50.98 49.81
R1 50.23 50.23 49.65 50.61
PP 49.23 49.23 49.23 49.41
S1 48.48 48.48 49.33 48.86
S2 47.48 47.48 49.17
S3 45.73 46.73 49.01
S4 43.98 44.98 48.53
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 49.97 45.95 4.02 8.1% 2.06 4.2% 88% True False 27,369
10 49.97 45.12 4.85 9.8% 1.51 3.1% 90% True False 26,173
20 50.26 45.12 5.14 10.4% 1.61 3.3% 85% False False 23,774
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.41
2.618 54.55
1.618 52.80
1.000 51.72
0.618 51.05
HIGH 49.97
0.618 49.30
0.500 49.10
0.382 48.89
LOW 48.22
0.618 47.14
1.000 46.47
1.618 45.39
2.618 43.64
4.250 40.78
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 49.36 48.98
PP 49.23 48.47
S1 49.10 47.96

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

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