NYMEX Light Sweet Crude Oil Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 44.93 45.83 0.90 2.0% 43.20
High 45.77 47.80 2.03 4.4% 46.58
Low 44.55 45.77 1.22 2.7% 42.20
Close 45.69 47.49 1.80 3.9% 45.69
Range 1.22 2.03 0.81 66.4% 4.38
ATR 1.55 1.59 0.04 2.6% 0.00
Volume 155,651 28,143 -127,508 -81.9% 2,509,637
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.11 52.33 48.61
R3 51.08 50.30 48.05
R2 49.05 49.05 47.86
R1 48.27 48.27 47.68 48.66
PP 47.02 47.02 47.02 47.22
S1 46.24 46.24 47.30 46.63
S2 44.99 44.99 47.12
S3 42.96 44.21 46.93
S4 40.93 42.18 46.37
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 47.80 43.55 4.25 8.9% 1.77 3.7% 93% True False 366,602
10 47.80 42.20 5.60 11.8% 1.73 3.6% 94% True False 547,140
20 50.93 42.20 8.73 18.4% 1.56 3.3% 61% False False 591,958
40 52.22 42.20 10.02 21.1% 1.47 3.1% 53% False False 469,194
60 52.22 42.20 10.02 21.1% 1.50 3.2% 53% False False 357,193
80 52.22 41.58 10.64 22.4% 1.50 3.2% 56% False False 287,754
100 52.22 41.58 10.64 22.4% 1.51 3.2% 56% False False 244,318
120 53.62 41.58 12.04 25.4% 1.52 3.2% 49% False False 214,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.43
2.618 53.11
1.618 51.08
1.000 49.83
0.618 49.05
HIGH 47.80
0.618 47.02
0.500 46.79
0.382 46.55
LOW 45.77
0.618 44.52
1.000 43.74
1.618 42.49
2.618 40.46
4.250 37.14
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 47.26 47.05
PP 47.02 46.61
S1 46.79 46.18

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

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