NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 51.74 53.15 1.41 2.7% 50.02
High 53.68 53.35 -0.33 -0.6% 52.79
Low 51.34 52.32 0.98 1.9% 50.01
Close 53.31 52.64 -0.67 -1.3% 52.00
Range 2.34 1.03 -1.31 -56.0% 2.78
ATR
Volume 58,349 51,297 -7,052 -12.1% 182,172
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.86 55.28 53.21
R3 54.83 54.25 52.92
R2 53.80 53.80 52.83
R1 53.22 53.22 52.73 53.00
PP 52.77 52.77 52.77 52.66
S1 52.19 52.19 52.55 51.97
S2 51.74 51.74 52.45
S3 50.71 51.16 52.36
S4 49.68 50.13 52.07
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 59.94 58.75 53.53
R3 57.16 55.97 52.76
R2 54.38 54.38 52.51
R1 53.19 53.19 52.25 53.79
PP 51.60 51.60 51.60 51.90
S1 50.41 50.41 51.75 51.01
S2 48.82 48.82 51.49
S3 46.04 47.63 51.24
S4 43.26 44.85 50.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.68 51.30 2.38 4.5% 1.30 2.5% 56% False False 47,567
10 53.68 46.67 7.01 13.3% 1.47 2.8% 85% False False 40,728
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.73
2.618 56.05
1.618 55.02
1.000 54.38
0.618 53.99
HIGH 53.35
0.618 52.96
0.500 52.84
0.382 52.71
LOW 52.32
0.618 51.68
1.000 51.29
1.618 50.65
2.618 49.62
4.250 47.94
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 52.84 52.60
PP 52.77 52.55
S1 52.71 52.51

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

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