NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 50.47 50.97 0.50 1.0% 46.65
High 51.03 51.66 0.63 1.2% 49.98
Low 50.04 50.85 0.81 1.6% 45.95
Close 50.53 51.52 0.99 2.0% 49.93
Range 0.99 0.81 -0.18 -18.2% 4.03
ATR 1.58 1.55 -0.03 -2.0% 0.00
Volume 23,290 29,428 6,138 26.4% 121,495
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.77 53.46 51.97
R3 52.96 52.65 51.74
R2 52.15 52.15 51.67
R1 51.84 51.84 51.59 52.00
PP 51.34 51.34 51.34 51.42
S1 51.03 51.03 51.45 51.19
S2 50.53 50.53 51.37
S3 49.72 50.22 51.30
S4 48.91 49.41 51.07
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.71 59.35 52.15
R3 56.68 55.32 51.04
R2 52.65 52.65 50.67
R1 51.29 51.29 50.30 51.97
PP 48.62 48.62 48.62 48.96
S1 47.26 47.26 49.56 47.94
S2 44.59 44.59 49.19
S3 40.56 43.23 48.82
S4 36.53 39.20 47.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.66 48.22 3.44 6.7% 1.21 2.4% 96% True False 26,891
10 51.66 45.95 5.71 11.1% 1.56 3.0% 98% True False 28,622
20 51.66 45.12 6.54 12.7% 1.44 2.8% 98% True False 25,878
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 55.10
2.618 53.78
1.618 52.97
1.000 52.47
0.618 52.16
HIGH 51.66
0.618 51.35
0.500 51.26
0.382 51.16
LOW 50.85
0.618 50.35
1.000 50.04
1.618 49.54
2.618 48.73
4.250 47.41
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 51.43 51.21
PP 51.34 50.89
S1 51.26 50.58

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

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