NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 48.03 49.13 1.10 2.3% 45.93
High 49.65 49.28 -0.37 -0.7% 49.65
Low 47.73 47.38 -0.35 -0.7% 45.71
Close 49.57 47.69 -1.88 -3.8% 47.69
Range 1.92 1.90 -0.02 -1.0% 3.94
ATR 1.61 1.66 0.04 2.5% 0.00
Volume 38,807 37,689 -1,118 -2.9% 122,246
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 53.82 52.65 48.74
R3 51.92 50.75 48.21
R2 50.02 50.02 48.04
R1 48.85 48.85 47.86 48.49
PP 48.12 48.12 48.12 47.93
S1 46.95 46.95 47.52 46.59
S2 46.22 46.22 47.34
S3 44.32 45.05 47.17
S4 42.42 43.15 46.65
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 59.50 57.54 49.86
R3 55.56 53.60 48.77
R2 51.62 51.62 48.41
R1 49.66 49.66 48.05 50.64
PP 47.68 47.68 47.68 48.18
S1 45.72 45.72 47.33 46.70
S2 43.74 43.74 46.97
S3 39.80 41.78 46.61
S4 35.86 37.84 45.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.65 44.96 4.69 9.8% 1.93 4.0% 58% False False 29,909
10 50.43 44.80 5.63 11.8% 1.70 3.6% 51% False False 29,891
20 51.13 44.80 6.33 13.3% 1.49 3.1% 46% False False 28,612
40 51.13 42.34 8.79 18.4% 1.44 3.0% 61% False False 23,261
60 52.66 42.34 10.32 21.6% 1.54 3.2% 52% False False 20,545
80 53.72 42.34 11.38 23.9% 1.41 2.9% 47% False False 17,110
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 57.36
2.618 54.25
1.618 52.35
1.000 51.18
0.618 50.45
HIGH 49.28
0.618 48.55
0.500 48.33
0.382 48.11
LOW 47.38
0.618 46.21
1.000 45.48
1.618 44.31
2.618 42.41
4.250 39.31
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 48.33 48.07
PP 48.12 47.94
S1 47.90 47.82

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

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