NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 44.90 45.74 0.84 1.9% 47.38
High 45.82 46.77 0.95 2.1% 48.24
Low 44.46 45.74 1.28 2.9% 44.79
Close 45.35 46.48 1.13 2.5% 45.06
Range 1.36 1.03 -0.33 -24.3% 3.45
ATR 1.53 1.52 -0.01 -0.5% 0.00
Volume 84,146 73,199 -10,947 -13.0% 200,600
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 49.42 48.98 47.05
R3 48.39 47.95 46.76
R2 47.36 47.36 46.67
R1 46.92 46.92 46.57 47.14
PP 46.33 46.33 46.33 46.44
S1 45.89 45.89 46.39 46.11
S2 45.30 45.30 46.29
S3 44.27 44.86 46.20
S4 43.24 43.83 45.91
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.38 54.17 46.96
R3 52.93 50.72 46.01
R2 49.48 49.48 45.69
R1 47.27 47.27 45.38 46.65
PP 46.03 46.03 46.03 45.72
S1 43.82 43.82 44.74 43.20
S2 42.58 42.58 44.43
S3 39.13 40.37 44.11
S4 35.68 36.92 43.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.77 44.46 2.31 5.0% 1.08 2.3% 87% True False 54,038
10 49.65 44.46 5.19 11.2% 1.38 3.0% 39% False False 46,093
20 50.43 44.46 5.97 12.8% 1.46 3.1% 34% False False 36,680
40 51.13 42.34 8.79 18.9% 1.45 3.1% 47% False False 29,882
60 52.66 42.34 10.32 22.2% 1.48 3.2% 40% False False 25,626
80 53.72 42.34 11.38 24.5% 1.44 3.1% 36% False False 21,353
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.15
2.618 49.47
1.618 48.44
1.000 47.80
0.618 47.41
HIGH 46.77
0.618 46.38
0.500 46.26
0.382 46.13
LOW 45.74
0.618 45.10
1.000 44.71
1.618 44.07
2.618 43.04
4.250 41.36
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 46.41 46.19
PP 46.33 45.90
S1 46.26 45.62

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

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