NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 46.32 45.48 -0.84 -1.8% 50.85
High 46.47 45.90 -0.57 -1.2% 50.98
Low 44.96 44.37 -0.59 -1.3% 48.42
Close 45.34 44.66 -0.68 -1.5% 48.70
Range 1.51 1.53 0.02 1.3% 2.56
ATR 1.43 1.44 0.01 0.5% 0.00
Volume 674,322 540,439 -133,883 -19.9% 2,949,750
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.57 48.64 45.50
R3 48.04 47.11 45.08
R2 46.51 46.51 44.94
R1 45.58 45.58 44.80 45.28
PP 44.98 44.98 44.98 44.83
S1 44.05 44.05 44.52 43.75
S2 43.45 43.45 44.38
S3 41.92 42.52 44.24
S4 40.39 40.99 43.82
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 49.81 44.37 5.44 12.2% 1.54 3.4% 5% False True 649,813
10 51.02 44.37 6.65 14.9% 1.38 3.1% 4% False True 620,003
20 52.22 44.37 7.85 17.6% 1.35 3.0% 4% False True 514,784
40 52.22 43.77 8.45 18.9% 1.42 3.2% 11% False False 346,343
60 52.22 43.38 8.84 19.8% 1.47 3.3% 14% False False 259,724
80 52.22 41.58 10.64 23.8% 1.44 3.2% 29% False False 211,666
100 52.40 41.58 10.82 24.2% 1.54 3.4% 28% False False 185,113
120 53.62 41.58 12.04 27.0% 1.48 3.3% 26% False False 162,838
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.40
2.618 49.91
1.618 48.38
1.000 47.43
0.618 46.85
HIGH 45.90
0.618 45.32
0.500 45.14
0.382 44.95
LOW 44.37
0.618 43.42
1.000 42.84
1.618 41.89
2.618 40.36
4.250 37.87
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 45.14 45.86
PP 44.98 45.46
S1 44.82 45.06

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

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