NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	45.93	46.75	0.82	1.8%	49.16
High	48.45	48.09	-0.36	-0.7%	49.34
Low	45.71	46.49	0.78	1.7%	44.80
Close	46.74	47.47	0.73	1.6%	46.24
Range	2.74	1.60	-1.14	-41.6%	4.54
ATR	1.57	1.57	0.00	0.1%	0.00
Volume	27,312	18,438	-8,874	-32.5%	147,884

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.15	51.41	48.35
R3	50.55	49.81	47.91
R2	48.95	48.95	47.76
R1	48.21	48.21	47.62	48.58
PP	47.35	47.35	47.35	47.54
S1	46.61	46.61	47.32	46.98
S2	45.75	45.75	47.18
S3	44.15	45.01	47.03
S4	42.55	43.41	46.59

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	48.45	44.80	3.65	7.7%	1.95	4.1%	73%	False	False	28,263
10	50.43	44.80	5.63	11.9%	1.54	3.2%	47%	False	False	27,266
20	51.13	44.09	7.04	14.8%	1.52	3.2%	48%	False	False	27,501
40	51.13	42.34	8.79	18.5%	1.42	3.0%	58%	False	False	22,404
60	52.66	42.34	10.32	21.7%	1.51	3.2%	50%	False	False	19,509
80	53.72	42.34	11.38	24.0%	1.38	2.9%	45%	False	False	16,305

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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.89
2.618	52.28
1.618	50.68
1.000	49.69
0.618	49.08
HIGH	48.09
0.618	47.48
0.500	47.29
0.382	47.10
LOW	46.49
0.618	45.50
1.000	44.89
1.618	43.90
2.618	42.30
4.250	39.69

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	47.41	47.22
PP	47.35	46.96
S1	47.29	46.71

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols