NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 47.64 46.92 -0.72 -1.5% 45.93
High 47.75 47.09 -0.66 -1.4% 49.65
Low 46.65 45.28 -1.37 -2.9% 45.71
Close 46.76 45.44 -1.32 -2.8% 47.69
Range 1.10 1.81 0.71 64.5% 3.94
ATR 1.64 1.65 0.01 0.7% 0.00
Volume 38,985 33,534 -5,451 -14.0% 122,246
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 51.37 50.21 46.44
R3 49.56 48.40 45.94
R2 47.75 47.75 45.77
R1 46.59 46.59 45.61 46.27
PP 45.94 45.94 45.94 45.77
S1 44.78 44.78 45.27 44.46
S2 44.13 44.13 45.11
S3 42.32 42.97 44.94
S4 40.51 41.16 44.44
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 45.28 4.37 9.6% 1.68 3.7% 4% False True 38,149
10 49.65 44.80 4.85 10.7% 1.82 4.0% 13% False False 33,206
20 51.13 44.80 6.33 13.9% 1.52 3.3% 10% False False 31,127
40 51.13 42.34 8.79 19.3% 1.48 3.3% 35% False False 25,087
60 52.66 42.34 10.32 22.7% 1.54 3.4% 30% False False 22,044
80 53.72 42.34 11.38 25.0% 1.42 3.1% 27% False False 18,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.78
2.618 51.83
1.618 50.02
1.000 48.90
0.618 48.21
HIGH 47.09
0.618 46.40
0.500 46.19
0.382 45.97
LOW 45.28
0.618 44.16
1.000 43.47
1.618 42.35
2.618 40.54
4.250 37.59
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 46.19 46.76
PP 45.94 46.32
S1 45.69 45.88

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

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