NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 50.49 49.31 -1.18 -2.3% 50.65
High 50.93 50.10 -0.83 -1.6% 52.22
Low 49.27 48.87 -0.40 -0.8% 49.90
Close 49.96 49.18 -0.78 -1.6% 50.85
Range 1.66 1.23 -0.43 -25.9% 2.32
ATR 1.42 1.40 -0.01 -0.9% 0.00
Volume 553,778 679,320 125,542 22.7% 2,423,117
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.07 52.36 49.86
R3 51.84 51.13 49.52
R2 50.61 50.61 49.41
R1 49.90 49.90 49.29 49.64
PP 49.38 49.38 49.38 49.26
S1 48.67 48.67 49.07 48.41
S2 48.15 48.15 48.95
S3 46.92 47.44 48.84
S4 45.69 46.21 48.50
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.95 56.72 52.13
R3 55.63 54.40 51.49
R2 53.31 53.31 51.28
R1 52.08 52.08 51.06 52.70
PP 50.99 50.99 50.99 51.30
S1 49.76 49.76 50.64 50.38
S2 48.67 48.67 50.42
S3 46.35 47.44 50.21
S4 44.03 45.12 49.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.83 48.87 2.96 6.0% 1.29 2.6% 10% False True 591,348
10 52.22 48.87 3.35 6.8% 1.21 2.5% 9% False True 510,421
20 52.22 47.16 5.06 10.3% 1.29 2.6% 40% False False 384,357
40 52.22 43.77 8.45 17.2% 1.49 3.0% 64% False False 267,287
60 52.22 41.58 10.64 21.6% 1.47 3.0% 71% False False 204,813
80 52.22 41.58 10.64 21.6% 1.48 3.0% 71% False False 170,997
100 53.62 41.58 12.04 24.5% 1.52 3.1% 63% False False 150,660
120 53.62 41.58 12.04 24.5% 1.48 3.0% 63% False False 134,843
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 False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 55.33
2.618 53.32
1.618 52.09
1.000 51.33
0.618 50.86
HIGH 50.10
0.618 49.63
0.500 49.49
0.382 49.34
LOW 48.87
0.618 48.11
1.000 47.64
1.618 46.88
2.618 45.65
4.250 43.64
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 49.49 49.93
PP 49.38 49.68
S1 49.28 49.43

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

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