NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 46.66 45.40 -1.26 -2.7% 49.16
High 46.83 46.44 -0.39 -0.8% 49.34
Low 44.80 44.96 0.16 0.4% 44.80
Close 44.94 46.24 1.30 2.9% 46.24
Range 2.03 1.48 -0.55 -27.1% 4.54
ATR 1.48 1.48 0.00 0.1% 0.00
Volume 36,629 27,300 -9,329 -25.5% 147,884
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.32 49.76 47.05
R3 48.84 48.28 46.65
R2 47.36 47.36 46.51
R1 46.80 46.80 46.38 47.08
PP 45.88 45.88 45.88 46.02
S1 45.32 45.32 46.10 45.60
S2 44.40 44.40 45.97
S3 42.92 43.84 45.83
S4 41.44 42.36 45.43
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.41 57.87 48.74
R3 55.87 53.33 47.49
R2 51.33 51.33 47.07
R1 48.79 48.79 46.66 47.79
PP 46.79 46.79 46.79 46.30
S1 44.25 44.25 45.82 43.25
S2 42.25 42.25 45.41
S3 37.71 39.71 44.99
S4 33.17 35.17 43.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.34 44.80 4.54 9.8% 1.47 3.2% 32% False False 29,576
10 50.67 44.80 5.87 12.7% 1.42 3.1% 25% False False 28,712
20 51.13 44.09 7.04 15.2% 1.42 3.1% 31% False False 27,780
40 51.13 42.34 8.79 19.0% 1.40 3.0% 44% False False 22,622
60 52.66 42.34 10.32 22.3% 1.47 3.2% 38% False False 19,074
80 53.72 42.34 11.38 24.6% 1.34 2.9% 34% False False 15,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.73
2.618 50.31
1.618 48.83
1.000 47.92
0.618 47.35
HIGH 46.44
0.618 45.87
0.500 45.70
0.382 45.53
LOW 44.96
0.618 44.05
1.000 43.48
1.618 42.57
2.618 41.09
4.250 38.67
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 46.06 46.54
PP 45.88 46.44
S1 45.70 46.34

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

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