NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 44.97 44.82 -0.15 -0.3% 48.25
High 45.39 45.95 0.56 1.2% 48.74
Low 44.41 43.07 -1.34 -3.0% 43.57
Close 44.98 45.27 0.29 0.6% 44.07
Range 0.98 2.88 1.90 193.9% 5.17
ATR 1.36 1.47 0.11 7.9% 0.00
Volume 669,639 946,512 276,873 41.3% 3,435,672
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.40 52.22 46.85
R3 50.52 49.34 46.06
R2 47.64 47.64 45.80
R1 46.46 46.46 45.53 47.05
PP 44.76 44.76 44.76 45.06
S1 43.58 43.58 45.01 44.17
S2 41.88 41.88 44.74
S3 39.00 40.70 44.48
S4 36.12 37.82 43.69
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 45.95 43.07 2.88 6.4% 1.52 3.4% 76% True True 699,801
10 50.06 43.07 6.99 15.4% 1.48 3.3% 31% False True 675,081
20 52.22 43.07 9.15 20.2% 1.35 3.0% 24% False True 592,751
40 52.22 43.07 9.15 20.2% 1.40 3.1% 24% False True 408,482
60 52.22 43.07 9.15 20.2% 1.45 3.2% 24% False True 304,357
80 52.22 41.58 10.64 23.5% 1.46 3.2% 35% False False 245,703
100 52.40 41.58 10.82 23.9% 1.53 3.4% 34% False False 212,249
120 53.62 41.58 12.04 26.6% 1.49 3.3% 31% False False 185,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 58.19
2.618 53.49
1.618 50.61
1.000 48.83
0.618 47.73
HIGH 45.95
0.618 44.85
0.500 44.51
0.382 44.17
LOW 43.07
0.618 41.29
1.000 40.19
1.618 38.41
2.618 35.53
4.250 30.83
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 45.02 45.02
PP 44.76 44.76
S1 44.51 44.51

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

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