NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 49.65 50.59 0.94 1.9% 48.04
High 50.63 50.74 0.11 0.2% 50.74
Low 49.33 49.40 0.07 0.1% 47.78
Close 50.44 49.81 -0.63 -1.2% 49.81
Range 1.30 1.34 0.04 3.1% 2.96
ATR 1.57 1.55 -0.02 -1.1% 0.00
Volume 547,915 618,809 70,894 12.9% 2,658,525
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.00 53.25 50.55
R3 52.66 51.91 50.18
R2 51.32 51.32 50.06
R1 50.57 50.57 49.93 50.28
PP 49.98 49.98 49.98 49.84
S1 49.23 49.23 49.69 48.94
S2 48.64 48.64 49.56
S3 47.30 47.89 49.44
S4 45.96 46.55 49.07
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.32 57.03 51.44
R3 55.36 54.07 50.62
R2 52.40 52.40 50.35
R1 51.11 51.11 50.08 51.76
PP 49.44 49.44 49.44 49.77
S1 48.15 48.15 49.54 48.80
S2 46.48 46.48 49.27
S3 43.52 45.19 49.00
S4 40.56 42.23 48.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.74 47.78 2.96 5.9% 1.15 2.3% 69% True False 531,705
10 50.74 44.19 6.55 13.1% 1.54 3.1% 86% True False 602,399
20 50.74 43.06 7.68 15.4% 1.47 3.0% 88% True False 542,963
40 50.74 43.06 7.68 15.4% 1.50 3.0% 88% True False 336,296
60 50.74 40.77 9.97 20.0% 1.49 3.0% 91% True False 243,106
80 52.00 40.77 11.23 22.5% 1.58 3.2% 80% False False 189,934
100 53.39 40.77 12.62 25.3% 1.49 3.0% 72% False False 154,953
120 53.39 40.77 12.62 25.3% 1.48 3.0% 72% False False 131,673
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.44
2.618 54.25
1.618 52.91
1.000 52.08
0.618 51.57
HIGH 50.74
0.618 50.23
0.500 50.07
0.382 49.91
LOW 49.40
0.618 48.57
1.000 48.06
1.618 47.23
2.618 45.89
4.250 43.71
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 50.07 49.92
PP 49.98 49.88
S1 49.90 49.85

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

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