NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 45.48 44.63 -0.85 -1.9% 48.25
High 45.90 44.87 -1.03 -2.2% 48.74
Low 44.37 43.57 -0.80 -1.8% 43.57
Close 44.66 44.07 -0.59 -1.3% 44.07
Range 1.53 1.30 -0.23 -15.0% 5.17
ATR 1.44 1.43 -0.01 -0.7% 0.00
Volume 540,439 736,685 196,246 36.3% 3,435,672
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.07 47.37 44.79
R3 46.77 46.07 44.43
R2 45.47 45.47 44.31
R1 44.77 44.77 44.19 44.47
PP 44.17 44.17 44.17 44.02
S1 43.47 43.47 43.95 43.17
S2 42.87 42.87 43.83
S3 41.57 42.17 43.71
S4 40.27 40.87 43.36
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 60.97 57.69 46.91
R3 55.80 52.52 45.49
R2 50.63 50.63 45.02
R1 47.35 47.35 44.54 46.41
PP 45.46 45.46 45.46 44.99
S1 42.18 42.18 43.60 41.24
S2 40.29 40.29 43.12
S3 35.12 37.01 42.65
S4 29.95 31.84 41.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.74 43.57 5.17 11.7% 1.52 3.4% 10% False True 687,134
10 50.98 43.57 7.41 16.8% 1.43 3.2% 7% False True 638,542
20 52.22 43.57 8.65 19.6% 1.35 3.1% 6% False True 537,949
40 52.22 43.57 8.65 19.6% 1.40 3.2% 6% False True 362,226
60 52.22 43.57 8.65 19.6% 1.45 3.3% 6% False True 270,610
80 52.22 41.58 10.64 24.1% 1.45 3.3% 23% False False 219,884
100 52.40 41.58 10.82 24.6% 1.54 3.5% 23% False False 191,821
120 53.62 41.58 12.04 27.3% 1.48 3.4% 21% False False 168,472
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 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.40
2.618 48.27
1.618 46.97
1.000 46.17
0.618 45.67
HIGH 44.87
0.618 44.37
0.500 44.22
0.382 44.07
LOW 43.57
0.618 42.77
1.000 42.27
1.618 41.47
2.618 40.17
4.250 38.05
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 44.22 45.02
PP 44.17 44.70
S1 44.12 44.39

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

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