NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 43.76 45.77 2.01 4.6% 44.45
High 46.09 46.41 0.32 0.7% 45.95
Low 43.55 45.03 1.48 3.4% 43.03
Close 45.81 45.57 -0.24 -0.5% 43.41
Range 2.54 1.38 -1.16 -45.7% 2.92
ATR 1.58 1.57 -0.01 -0.9% 0.00
Volume 706,177 658,169 -48,008 -6.8% 3,539,357
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.81 49.07 46.33
R3 48.43 47.69 45.95
R2 47.05 47.05 45.82
R1 46.31 46.31 45.70 45.99
PP 45.67 45.67 45.67 45.51
S1 44.93 44.93 45.44 44.61
S2 44.29 44.29 45.32
S3 42.91 43.55 45.19
S4 41.53 42.17 44.81
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 46.41 42.20 4.21 9.2% 1.70 3.7% 80% True False 677,317
10 46.41 42.20 4.21 9.2% 1.61 3.5% 80% True False 688,559
20 51.83 42.20 9.63 21.1% 1.49 3.3% 35% False False 654,706
40 52.22 42.20 10.02 22.0% 1.47 3.2% 34% False False 471,635
60 52.22 42.20 10.02 22.0% 1.48 3.2% 34% False False 353,349
80 52.22 41.58 10.64 23.3% 1.49 3.3% 38% False False 284,276
100 52.30 41.58 10.72 23.5% 1.52 3.3% 37% False False 241,963
120 53.62 41.58 12.04 26.4% 1.51 3.3% 33% False False 211,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.46
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.28
2.618 50.02
1.618 48.64
1.000 47.79
0.618 47.26
HIGH 46.41
0.618 45.88
0.500 45.72
0.382 45.56
LOW 45.03
0.618 44.18
1.000 43.65
1.618 42.80
2.618 41.42
4.250 39.17
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 45.72 45.15
PP 45.67 44.73
S1 45.62 44.31

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

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