NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 48.00 46.66 -1.34 -2.8% 50.67
High 48.28 46.83 -1.45 -3.0% 50.67
Low 46.36 44.80 -1.56 -3.4% 48.44
Close 46.51 44.94 -1.57 -3.4% 49.63
Range 1.92 2.03 0.11 5.7% 2.23
ATR 1.43 1.48 0.04 3.0% 0.00
Volume 31,636 36,629 4,993 15.8% 139,245
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.61 50.31 46.06
R3 49.58 48.28 45.50
R2 47.55 47.55 45.31
R1 46.25 46.25 45.13 45.89
PP 45.52 45.52 45.52 45.34
S1 44.22 44.22 44.75 43.86
S2 43.49 43.49 44.57
S3 41.46 42.19 44.38
S4 39.43 40.16 43.82
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 56.27 55.18 50.86
R3 54.04 52.95 50.24
R2 51.81 51.81 50.04
R1 50.72 50.72 49.83 50.15
PP 49.58 49.58 49.58 49.30
S1 48.49 48.49 49.43 47.92
S2 47.35 47.35 49.22
S3 45.12 46.26 49.02
S4 42.89 44.03 48.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.43 44.80 5.63 12.5% 1.48 3.3% 2% False True 29,873
10 51.13 44.80 6.33 14.1% 1.35 3.0% 2% False True 29,268
20 51.13 44.02 7.11 15.8% 1.39 3.1% 13% False False 27,684
40 51.13 42.34 8.79 19.6% 1.39 3.1% 30% False False 22,425
60 53.72 42.34 11.38 25.3% 1.47 3.3% 23% False False 18,815
80 53.72 42.34 11.38 25.3% 1.35 3.0% 23% False False 15,717
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 0.29
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 55.46
2.618 52.14
1.618 50.11
1.000 48.86
0.618 48.08
HIGH 46.83
0.618 46.05
0.500 45.82
0.382 45.58
LOW 44.80
0.618 43.55
1.000 42.77
1.618 41.52
2.618 39.49
4.250 36.17
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 45.82 47.07
PP 45.52 46.36
S1 45.23 45.65

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

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