NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 45.74 46.74 1.00 2.2% 47.38
High 46.77 47.61 0.84 1.8% 48.24
Low 45.74 46.66 0.92 2.0% 44.79
Close 46.48 47.48 1.00 2.2% 45.06
Range 1.03 0.95 -0.08 -7.8% 3.45
ATR 1.52 1.49 -0.03 -1.8% 0.00
Volume 73,199 79,820 6,621 9.0% 200,600
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 50.10 49.74 48.00
R3 49.15 48.79 47.74
R2 48.20 48.20 47.65
R1 47.84 47.84 47.57 48.02
PP 47.25 47.25 47.25 47.34
S1 46.89 46.89 47.39 47.07
S2 46.30 46.30 47.31
S3 45.35 45.94 47.22
S4 44.40 44.99 46.96
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 47.61 44.46 3.15 6.6% 1.05 2.2% 96% True False 59,192
10 49.28 44.46 4.82 10.2% 1.28 2.7% 63% False False 50,195
20 50.43 44.46 5.97 12.6% 1.45 3.1% 51% False False 39,378
40 51.13 42.34 8.79 18.5% 1.44 3.0% 58% False False 31,496
60 52.66 42.34 10.32 21.7% 1.47 3.1% 50% False False 26,658
80 53.72 42.34 11.38 24.0% 1.43 3.0% 45% False False 22,306
Crabel Price Patterns
NR True
NR4 True
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 0.25
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.65
2.618 50.10
1.618 49.15
1.000 48.56
0.618 48.20
HIGH 47.61
0.618 47.25
0.500 47.14
0.382 47.02
LOW 46.66
0.618 46.07
1.000 45.71
1.618 45.12
2.618 44.17
4.250 42.62
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 47.37 47.00
PP 47.25 46.52
S1 47.14 46.04

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

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