NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 51.01 51.38 0.37 0.7% 50.75
High 51.50 51.95 0.45 0.9% 52.74
Low 50.31 50.82 0.51 1.0% 50.31
Close 51.38 51.26 -0.12 -0.2% 51.26
Range 1.19 1.13 -0.06 -5.0% 2.43
ATR 1.50 1.47 -0.03 -1.8% 0.00
Volume 178,880 139,859 -39,021 -21.8% 741,709
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.73 54.13 51.88
R3 53.60 53.00 51.57
R2 52.47 52.47 51.47
R1 51.87 51.87 51.36 51.61
PP 51.34 51.34 51.34 51.21
S1 50.74 50.74 51.16 50.48
S2 50.21 50.21 51.05
S3 49.08 49.61 50.95
S4 47.95 48.48 50.64
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.73 57.42 52.60
R3 56.30 54.99 51.93
R2 53.87 53.87 51.71
R1 52.56 52.56 51.48 53.22
PP 51.44 51.44 51.44 51.76
S1 50.13 50.13 51.04 50.79
S2 49.01 49.01 50.81
S3 46.58 47.70 50.59
S4 44.15 45.27 49.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.74 50.31 2.43 4.7% 1.41 2.8% 39% False False 148,341
10 52.74 48.93 3.81 7.4% 1.27 2.5% 61% False False 112,428
20 52.74 44.46 8.28 16.2% 1.44 2.8% 82% False False 88,022
40 52.74 44.46 8.28 16.2% 1.47 2.9% 82% False False 60,082
60 52.74 42.34 10.40 20.3% 1.45 2.8% 86% False False 46,952
80 52.74 42.34 10.40 20.3% 1.51 2.9% 86% False False 39,349
100 53.72 42.34 11.38 22.2% 1.43 2.8% 78% False False 33,059
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 True
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.75
2.618 54.91
1.618 53.78
1.000 53.08
0.618 52.65
HIGH 51.95
0.618 51.52
0.500 51.39
0.382 51.25
LOW 50.82
0.618 50.12
1.000 49.69
1.618 48.99
2.618 47.86
4.250 46.02
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 51.39 51.25
PP 51.34 51.23
S1 51.30 51.22

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

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