NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 48.25 46.77 -1.48 -3.1% 50.85
High 48.74 47.35 -1.39 -2.9% 50.98
Low 46.63 46.20 -0.43 -0.9% 48.42
Close 46.86 46.67 -0.19 -0.4% 48.70
Range 2.11 1.15 -0.96 -45.5% 2.56
ATR 1.43 1.41 -0.02 -1.4% 0.00
Volume 649,237 834,989 185,752 28.6% 2,949,750
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.19 49.58 47.30
R3 49.04 48.43 46.99
R2 47.89 47.89 46.88
R1 47.28 47.28 46.78 47.01
PP 46.74 46.74 46.74 46.61
S1 46.13 46.13 46.56 45.86
S2 45.59 45.59 46.46
S3 44.44 44.98 46.35
S4 43.29 43.83 46.04
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.05 55.43 50.11
R3 54.49 52.87 49.40
R2 51.93 51.93 49.17
R1 50.31 50.31 48.93 49.84
PP 49.37 49.37 49.37 49.13
S1 47.75 47.75 48.47 47.28
S2 46.81 46.81 48.23
S3 44.25 45.19 48.00
S4 41.69 42.63 47.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.10 46.20 3.90 8.4% 1.39 3.0% 12% False True 651,360
10 52.22 46.20 6.02 12.9% 1.34 2.9% 8% False True 616,616
20 52.22 46.20 6.02 12.9% 1.31 2.8% 8% False True 476,818
40 52.22 43.77 8.45 18.1% 1.43 3.1% 34% False False 320,961
60 52.22 43.38 8.84 18.9% 1.47 3.1% 37% False False 242,095
80 52.22 41.58 10.64 22.8% 1.46 3.1% 48% False False 198,943
100 52.40 41.58 10.82 23.2% 1.52 3.3% 47% False False 174,053
120 53.62 41.58 12.04 25.8% 1.47 3.1% 42% False False 153,838
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.24
2.618 50.36
1.618 49.21
1.000 48.50
0.618 48.06
HIGH 47.35
0.618 46.91
0.500 46.78
0.382 46.64
LOW 46.20
0.618 45.49
1.000 45.05
1.618 44.34
2.618 43.19
4.250 41.31
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 46.78 48.01
PP 46.74 47.56
S1 46.71 47.12

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

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