NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 44.82 45.31 0.49 1.1% 48.25
High 45.95 45.64 -0.31 -0.7% 48.74
Low 43.07 44.25 1.18 2.7% 43.57
Close 45.27 44.66 -0.61 -1.3% 44.07
Range 2.88 1.39 -1.49 -51.7% 5.17
ATR 1.47 1.47 -0.01 -0.4% 0.00
Volume 946,512 686,338 -260,174 -27.5% 3,435,672
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.02 48.23 45.42
R3 47.63 46.84 45.04
R2 46.24 46.24 44.91
R1 45.45 45.45 44.79 45.15
PP 44.85 44.85 44.85 44.70
S1 44.06 44.06 44.53 43.76
S2 43.46 43.46 44.41
S3 42.07 42.67 44.28
S4 40.68 41.28 43.90
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% 1.49 3.3% 55% False False 728,981
10 49.81 43.07 6.74 15.1% 1.51 3.4% 24% False False 689,397
20 52.22 43.07 9.15 20.5% 1.36 3.0% 17% False False 603,498
40 52.22 43.07 9.15 20.5% 1.41 3.2% 17% False False 421,293
60 52.22 43.07 9.15 20.5% 1.46 3.3% 17% False False 313,974
80 52.22 41.58 10.64 23.8% 1.46 3.3% 29% False False 253,311
100 52.40 41.58 10.82 24.2% 1.53 3.4% 28% False False 218,338
120 53.62 41.58 12.04 27.0% 1.49 3.3% 26% False False 191,204
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.55
2.618 49.28
1.618 47.89
1.000 47.03
0.618 46.50
HIGH 45.64
0.618 45.11
0.500 44.95
0.382 44.78
LOW 44.25
0.618 43.39
1.000 42.86
1.618 42.00
2.618 40.61
4.250 38.34
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 44.95 44.61
PP 44.85 44.56
S1 44.76 44.51

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

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