NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 45.31 44.35 -0.96 -2.1% 44.45
High 45.64 44.63 -1.01 -2.2% 45.95
Low 44.25 43.03 -1.22 -2.8% 43.03
Close 44.66 43.41 -1.25 -2.8% 43.41
Range 1.39 1.60 0.21 15.1% 2.92
ATR 1.47 1.48 0.01 0.8% 0.00
Volume 686,338 631,135 -55,203 -8.0% 3,539,357
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.49 47.55 44.29
R3 46.89 45.95 43.85
R2 45.29 45.29 43.70
R1 44.35 44.35 43.56 44.02
PP 43.69 43.69 43.69 43.53
S1 42.75 42.75 43.26 42.42
S2 42.09 42.09 43.12
S3 40.49 41.15 42.97
S4 38.89 39.55 42.53
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 52.89 51.07 45.02
R3 49.97 48.15 44.21
R2 47.05 47.05 43.95
R1 45.23 45.23 43.68 44.68
PP 44.13 44.13 44.13 43.86
S1 42.31 42.31 43.14 41.76
S2 41.21 41.21 42.87
S3 38.29 39.39 42.61
S4 35.37 36.47 41.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.95 43.03 2.92 6.7% 1.55 3.6% 13% False True 707,871
10 48.74 43.03 5.71 13.2% 1.54 3.5% 7% False True 697,502
20 52.22 43.03 9.19 21.2% 1.38 3.2% 4% False True 617,394
40 52.22 43.03 9.19 21.2% 1.42 3.3% 4% False True 434,070
60 52.22 43.03 9.19 21.2% 1.46 3.4% 4% False True 323,119
80 52.22 41.58 10.64 24.5% 1.46 3.4% 17% False False 260,536
100 52.40 41.58 10.82 24.9% 1.53 3.5% 17% False False 223,785
120 53.62 41.58 12.04 27.7% 1.49 3.4% 15% False False 195,973
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 0.44
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.43
2.618 48.82
1.618 47.22
1.000 46.23
0.618 45.62
HIGH 44.63
0.618 44.02
0.500 43.83
0.382 43.64
LOW 43.03
0.618 42.04
1.000 41.43
1.618 40.44
2.618 38.84
4.250 36.23
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 43.83 44.49
PP 43.69 44.13
S1 43.55 43.77

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

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