NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 45.64 45.44 -0.20 -0.4% 47.38
High 46.33 45.70 -0.63 -1.4% 48.24
Low 45.22 44.79 -0.43 -1.0% 44.79
Close 45.92 45.06 -0.86 -1.9% 45.06
Range 1.11 0.91 -0.20 -18.0% 3.45
ATR 1.61 1.58 -0.03 -2.1% 0.00
Volume 54,048 32,301 -21,747 -40.2% 200,600
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 47.91 47.40 45.56
R3 47.00 46.49 45.31
R2 46.09 46.09 45.23
R1 45.58 45.58 45.14 45.38
PP 45.18 45.18 45.18 45.09
S1 44.67 44.67 44.98 44.47
S2 44.27 44.27 44.89
S3 43.36 43.76 44.81
S4 42.45 42.85 44.56
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.38 54.17 46.96
R3 52.93 50.72 46.01
R2 49.48 49.48 45.69
R1 47.27 47.27 45.38 46.65
PP 46.03 46.03 46.03 45.72
S1 43.82 43.82 44.74 43.20
S2 42.58 42.58 44.43
S3 39.13 40.37 44.11
S4 35.68 36.92 43.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.24 44.79 3.45 7.7% 1.32 2.9% 8% False True 40,120
10 49.65 44.79 4.86 10.8% 1.62 3.6% 6% False True 35,014
20 51.13 44.79 6.34 14.1% 1.49 3.3% 4% False True 32,141
40 51.13 42.34 8.79 19.5% 1.45 3.2% 31% False False 26,417
60 52.66 42.34 10.32 22.9% 1.53 3.4% 26% False False 23,124
80 53.72 42.34 11.38 25.3% 1.43 3.2% 24% False False 19,318
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 49.57
2.618 48.08
1.618 47.17
1.000 46.61
0.618 46.26
HIGH 45.70
0.618 45.35
0.500 45.25
0.382 45.14
LOW 44.79
0.618 44.23
1.000 43.88
1.618 43.32
2.618 42.41
4.250 40.92
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 45.25 45.94
PP 45.18 45.65
S1 45.12 45.35

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

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