NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 51.45 51.07 -0.38 -0.7% 51.20
High 51.56 51.55 -0.01 0.0% 52.68
Low 50.27 49.93 -0.34 -0.7% 50.46
Close 51.16 50.60 -0.56 -1.1% 51.43
Range 1.29 1.62 0.33 25.6% 2.22
ATR 1.36 1.38 0.02 1.4% 0.00
Volume 185,174 123,983 -61,191 -33.0% 587,905
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.55 54.70 51.49
R3 53.93 53.08 51.05
R2 52.31 52.31 50.90
R1 51.46 51.46 50.75 51.08
PP 50.69 50.69 50.69 50.50
S1 49.84 49.84 50.45 49.46
S2 49.07 49.07 50.30
S3 47.45 48.22 50.15
S4 45.83 46.60 49.71
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.18 57.03 52.65
R3 55.96 54.81 52.04
R2 53.74 53.74 51.84
R1 52.59 52.59 51.63 53.17
PP 51.52 51.52 51.52 51.81
S1 50.37 50.37 51.23 50.95
S2 49.30 49.30 51.02
S3 47.08 48.15 50.82
S4 44.86 45.93 50.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.68 49.93 2.75 5.4% 1.24 2.4% 24% False True 150,769
10 52.68 49.93 2.75 5.4% 1.17 2.3% 24% False True 132,818
20 52.74 45.56 7.18 14.2% 1.35 2.7% 70% False False 111,717
40 52.74 44.46 8.28 16.4% 1.46 2.9% 74% False False 77,727
60 52.74 42.34 10.40 20.6% 1.43 2.8% 79% False False 60,111
80 52.74 42.34 10.40 20.6% 1.45 2.9% 79% False False 49,335
100 53.72 42.34 11.38 22.5% 1.44 2.8% 73% False False 41,616
120 53.72 42.34 11.38 22.5% 1.39 2.8% 73% False False 35,835
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 0.33
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 58.44
2.618 55.79
1.618 54.17
1.000 53.17
0.618 52.55
HIGH 51.55
0.618 50.93
0.500 50.74
0.382 50.55
LOW 49.93
0.618 48.93
1.000 48.31
1.618 47.31
2.618 45.69
4.250 43.05
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 50.74 50.75
PP 50.69 50.70
S1 50.65 50.65

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

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