NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 45.77 45.37 -0.40 -0.9% 44.45
High 46.41 46.58 0.17 0.4% 45.95
Low 45.03 44.88 -0.15 -0.3% 43.03
Close 45.57 45.42 -0.15 -0.3% 43.41
Range 1.38 1.70 0.32 23.2% 2.92
ATR 1.57 1.57 0.01 0.6% 0.00
Volume 658,169 284,874 -373,295 -56.7% 3,539,357
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.73 49.77 46.36
R3 49.03 48.07 45.89
R2 47.33 47.33 45.73
R1 46.37 46.37 45.58 46.85
PP 45.63 45.63 45.63 45.87
S1 44.67 44.67 45.26 45.15
S2 43.93 43.93 45.11
S3 42.23 42.97 44.95
S4 40.53 41.27 44.49
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 46.58 42.20 4.38 9.6% 1.77 3.9% 74% True False 597,024
10 46.58 42.20 4.38 9.6% 1.63 3.6% 74% True False 663,002
20 51.02 42.20 8.82 19.4% 1.50 3.3% 37% False False 641,503
40 52.22 42.20 10.02 22.1% 1.49 3.3% 32% False False 473,395
60 52.22 42.20 10.02 22.1% 1.49 3.3% 32% False False 356,485
80 52.22 41.58 10.64 23.4% 1.49 3.3% 36% False False 286,999
100 52.30 41.58 10.72 23.6% 1.52 3.3% 36% False False 243,954
120 53.62 41.58 12.04 26.5% 1.52 3.3% 32% False False 213,982
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.81
2.618 51.03
1.618 49.33
1.000 48.28
0.618 47.63
HIGH 46.58
0.618 45.93
0.500 45.73
0.382 45.53
LOW 44.88
0.618 43.83
1.000 43.18
1.618 42.13
2.618 40.43
4.250 37.66
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 45.73 45.30
PP 45.63 45.18
S1 45.52 45.07

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

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