NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 45.37 44.93 -0.44 -1.0% 43.20
High 46.58 45.77 -0.81 -1.7% 46.58
Low 44.88 44.55 -0.33 -0.7% 42.20
Close 45.42 45.69 0.27 0.6% 45.69
Range 1.70 1.22 -0.48 -28.2% 4.38
ATR 1.57 1.55 -0.03 -1.6% 0.00
Volume 284,874 155,651 -129,223 -45.4% 2,509,637
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.00 48.56 46.36
R3 47.78 47.34 46.03
R2 46.56 46.56 45.91
R1 46.12 46.12 45.80 46.34
PP 45.34 45.34 45.34 45.45
S1 44.90 44.90 45.58 45.12
S2 44.12 44.12 45.47
S3 42.90 43.68 45.35
S4 41.68 42.46 45.02
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.96 56.21 48.10
R3 53.58 51.83 46.89
R2 49.20 49.20 46.49
R1 47.45 47.45 46.09 48.33
PP 44.82 44.82 44.82 45.26
S1 43.07 43.07 45.29 43.95
S2 40.44 40.44 44.89
S3 36.06 38.69 44.49
S4 31.68 34.31 43.28
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% 1.69 3.7% 80% False False 501,927
10 46.58 42.20 4.38 9.6% 1.62 3.5% 80% False False 604,899
20 50.98 42.20 8.78 19.2% 1.53 3.3% 40% False False 621,720
40 52.22 42.20 10.02 21.9% 1.46 3.2% 35% False False 472,152
60 52.22 42.20 10.02 21.9% 1.49 3.3% 35% False False 357,984
80 52.22 41.58 10.64 23.3% 1.49 3.3% 39% False False 288,154
100 52.22 41.58 10.64 23.3% 1.51 3.3% 39% False False 244,660
120 53.62 41.58 12.04 26.4% 1.52 3.3% 34% False False 214,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.48
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 50.96
2.618 48.96
1.618 47.74
1.000 46.99
0.618 46.52
HIGH 45.77
0.618 45.30
0.500 45.16
0.382 45.02
LOW 44.55
0.618 43.80
1.000 43.33
1.618 42.58
2.618 41.36
4.250 39.37
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 45.51 45.65
PP 45.34 45.61
S1 45.16 45.57

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

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