NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 44.45 44.97 0.52 1.2% 48.25
High 45.01 45.39 0.38 0.8% 48.74
Low 44.11 44.41 0.30 0.7% 43.57
Close 44.89 44.98 0.09 0.2% 44.07
Range 0.90 0.98 0.08 8.9% 5.17
ATR 1.39 1.36 -0.03 -2.1% 0.00
Volume 605,733 669,639 63,906 10.6% 3,435,672
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 47.87 47.40 45.52
R3 46.89 46.42 45.25
R2 45.91 45.91 45.16
R1 45.44 45.44 45.07 45.68
PP 44.93 44.93 44.93 45.04
S1 44.46 44.46 44.89 44.70
S2 43.95 43.95 44.80
S3 42.97 43.48 44.71
S4 41.99 42.50 44.44
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 46.47 43.57 2.90 6.4% 1.24 2.8% 49% False False 645,363
10 50.10 43.57 6.53 14.5% 1.32 2.9% 22% False False 648,361
20 52.22 43.57 8.65 19.2% 1.27 2.8% 16% False False 559,340
40 52.22 43.57 8.65 19.2% 1.37 3.1% 16% False False 388,153
60 52.22 43.57 8.65 19.2% 1.43 3.2% 16% False False 289,601
80 52.22 41.58 10.64 23.7% 1.44 3.2% 32% False False 234,559
100 52.40 41.58 10.82 24.1% 1.52 3.4% 31% False False 203,264
120 53.62 41.58 12.04 26.8% 1.47 3.3% 28% False False 178,183
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.56
2.618 47.96
1.618 46.98
1.000 46.37
0.618 46.00
HIGH 45.39
0.618 45.02
0.500 44.90
0.382 44.78
LOW 44.41
0.618 43.80
1.000 43.43
1.618 42.82
2.618 41.84
4.250 40.25
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 44.95 44.81
PP 44.93 44.65
S1 44.90 44.48

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

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