NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 46.77 46.16 -0.61 -1.3% 45.21
High 47.09 48.58 1.49 3.2% 47.75
Low 45.35 45.56 0.21 0.5% 44.46
Close 45.82 48.22 2.40 5.2% 45.69
Range 1.74 3.02 1.28 73.6% 3.29
ATR 1.58 1.68 0.10 6.5% 0.00
Volume 56,916 85,011 28,095 49.4% 323,621
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 56.51 55.39 49.88
R3 53.49 52.37 49.05
R2 50.47 50.47 48.77
R1 49.35 49.35 48.50 49.91
PP 47.45 47.45 47.45 47.74
S1 46.33 46.33 47.94 46.89
S2 44.43 44.43 47.67
S3 41.41 43.31 47.39
S4 38.39 40.29 46.56
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 55.84 54.05 47.50
R3 52.55 50.76 46.59
R2 49.26 49.26 46.29
R1 47.47 47.47 45.99 48.37
PP 45.97 45.97 45.97 46.41
S1 44.18 44.18 45.39 45.08
S2 42.68 42.68 45.09
S3 39.39 40.89 44.79
S4 36.10 37.60 43.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.58 45.35 3.23 6.7% 1.95 4.0% 89% True False 64,866
10 48.58 44.46 4.12 8.5% 1.52 3.1% 91% True False 59,452
20 49.65 44.46 5.19 10.8% 1.67 3.5% 72% False False 46,329
40 51.13 42.34 8.79 18.2% 1.52 3.1% 67% False False 36,131
60 51.13 42.34 8.79 18.2% 1.49 3.1% 67% False False 29,728
80 53.72 42.34 11.38 23.6% 1.49 3.1% 52% False False 25,084
100 53.72 42.34 11.38 23.6% 1.42 2.9% 52% False False 21,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 61.42
2.618 56.49
1.618 53.47
1.000 51.60
0.618 50.45
HIGH 48.58
0.618 47.43
0.500 47.07
0.382 46.71
LOW 45.56
0.618 43.69
1.000 42.54
1.618 40.67
2.618 37.65
4.250 32.73
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 47.84 47.80
PP 47.45 47.38
S1 47.07 46.97

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

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