NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 44.63 44.45 -0.18 -0.4% 48.25
High 44.87 45.01 0.14 0.3% 48.74
Low 43.57 44.11 0.54 1.2% 43.57
Close 44.07 44.89 0.82 1.9% 44.07
Range 1.30 0.90 -0.40 -30.8% 5.17
ATR 1.43 1.39 -0.03 -2.4% 0.00
Volume 736,685 605,733 -130,952 -17.8% 3,435,672
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 47.37 47.03 45.39
R3 46.47 46.13 45.14
R2 45.57 45.57 45.06
R1 45.23 45.23 44.97 45.40
PP 44.67 44.67 44.67 44.76
S1 44.33 44.33 44.81 44.50
S2 43.77 43.77 44.73
S3 42.87 43.43 44.64
S4 41.97 42.53 44.40
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 47.35 43.57 3.78 8.4% 1.28 2.8% 35% False False 678,433
10 50.93 43.57 7.36 16.4% 1.38 3.1% 18% False False 636,775
20 52.22 43.57 8.65 19.3% 1.27 2.8% 15% False False 549,310
40 52.22 43.57 8.65 19.3% 1.38 3.1% 15% False False 374,620
60 52.22 43.57 8.65 19.3% 1.44 3.2% 15% False False 279,537
80 52.22 41.58 10.64 23.7% 1.44 3.2% 31% False False 226,790
100 52.40 41.58 10.82 24.1% 1.53 3.4% 31% False False 197,138
120 53.62 41.58 12.04 26.8% 1.48 3.3% 27% False False 172,951
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 48.84
2.618 47.37
1.618 46.47
1.000 45.91
0.618 45.57
HIGH 45.01
0.618 44.67
0.500 44.56
0.382 44.45
LOW 44.11
0.618 43.55
1.000 43.21
1.618 42.65
2.618 41.75
4.250 40.29
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 44.78 44.84
PP 44.67 44.79
S1 44.56 44.74

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

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