NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 49.55 50.47 0.92 1.9% 46.65
High 50.75 51.03 0.28 0.6% 49.98
Low 49.49 50.04 0.55 1.1% 45.95
Close 50.57 50.53 -0.04 -0.1% 49.93
Range 1.26 0.99 -0.27 -21.4% 4.03
ATR 1.63 1.58 -0.05 -2.8% 0.00
Volume 32,500 23,290 -9,210 -28.3% 121,495
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.50 53.01 51.07
R3 52.51 52.02 50.80
R2 51.52 51.52 50.71
R1 51.03 51.03 50.62 51.28
PP 50.53 50.53 50.53 50.66
S1 50.04 50.04 50.44 50.29
S2 49.54 49.54 50.35
S3 48.55 49.05 50.26
S4 47.56 48.06 49.99
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 60.71 59.35 52.15
R3 56.68 55.32 51.04
R2 52.65 52.65 50.67
R1 51.29 51.29 50.30 51.97
PP 48.62 48.62 48.62 48.96
S1 47.26 47.26 49.56 47.94
S2 44.59 44.59 49.19
S3 40.56 43.23 48.82
S4 36.53 39.20 47.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.03 46.14 4.89 9.7% 1.64 3.2% 90% True False 27,691
10 51.03 45.95 5.08 10.1% 1.56 3.1% 90% True False 28,431
20 51.03 45.12 5.91 11.7% 1.47 2.9% 92% True False 25,058
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 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 55.24
2.618 53.62
1.618 52.63
1.000 52.02
0.618 51.64
HIGH 51.03
0.618 50.65
0.500 50.54
0.382 50.42
LOW 50.04
0.618 49.43
1.000 49.05
1.618 48.44
2.618 47.45
4.250 45.83
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 50.54 50.31
PP 50.53 50.10
S1 50.53 49.88

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

View Archives - Comment on this page... - Back to Index of Symbols