NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 44.35 43.20 -1.15 -2.6% 44.45
High 44.63 43.81 -0.82 -1.8% 45.95
Low 43.03 42.20 -0.83 -1.9% 43.03
Close 43.41 43.32 -0.09 -0.2% 43.41
Range 1.60 1.61 0.01 0.6% 2.92
ATR 1.48 1.49 0.01 0.6% 0.00
Volume 631,135 704,766 73,631 11.7% 3,539,357
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 47.94 47.24 44.21
R3 46.33 45.63 43.76
R2 44.72 44.72 43.62
R1 44.02 44.02 43.47 44.37
PP 43.11 43.11 43.11 43.29
S1 42.41 42.41 43.17 42.76
S2 41.50 41.50 43.02
S3 39.89 40.80 42.88
S4 38.28 39.19 42.43
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 42.20 3.75 8.7% 1.69 3.9% 30% False True 727,678
10 47.35 42.20 5.15 11.9% 1.49 3.4% 22% False True 703,055
20 52.22 42.20 10.02 23.1% 1.40 3.2% 11% False True 637,111
40 52.22 42.20 10.02 23.1% 1.44 3.3% 11% False True 448,954
60 52.22 42.20 10.02 23.1% 1.47 3.4% 11% False True 333,365
80 52.22 41.58 10.64 24.6% 1.47 3.4% 16% False False 268,860
100 52.40 41.58 10.82 25.0% 1.53 3.5% 16% False False 230,175
120 53.62 41.58 12.04 27.8% 1.50 3.5% 14% False False 201,393
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.65
2.618 48.02
1.618 46.41
1.000 45.42
0.618 44.80
HIGH 43.81
0.618 43.19
0.500 43.01
0.382 42.82
LOW 42.20
0.618 41.21
1.000 40.59
1.618 39.60
2.618 37.99
4.250 35.36
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 43.22 43.92
PP 43.11 43.72
S1 43.01 43.52

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

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