NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 50.20 48.95 -1.25 -2.5% 51.45
High 50.42 49.36 -1.06 -2.1% 51.56
Low 49.06 47.22 -1.84 -3.8% 49.06
Close 49.33 47.46 -1.87 -3.8% 49.33
Range 1.36 2.14 0.78 57.4% 2.50
ATR 1.34 1.40 0.06 4.3% 0.00
Volume 105,378 164,529 59,151 56.1% 664,482
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.43 53.09 48.64
R3 52.29 50.95 48.05
R2 50.15 50.15 47.85
R1 48.81 48.81 47.66 48.41
PP 48.01 48.01 48.01 47.82
S1 46.67 46.67 47.26 46.27
S2 45.87 45.87 47.07
S3 43.73 44.53 46.87
S4 41.59 42.39 46.28
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.48 55.91 50.71
R3 54.98 53.41 50.02
R2 52.48 52.48 49.79
R1 50.91 50.91 49.56 50.45
PP 49.98 49.98 49.98 49.75
S1 48.41 48.41 49.10 47.95
S2 47.48 47.48 48.87
S3 44.98 45.91 48.64
S4 42.48 43.41 47.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.55 47.22 4.33 9.1% 1.46 3.1% 6% False True 128,767
10 52.68 47.22 5.46 11.5% 1.28 2.7% 4% False True 134,211
20 52.74 47.22 5.52 11.6% 1.26 2.7% 4% False True 123,940
40 52.74 44.46 8.28 17.4% 1.44 3.0% 36% False False 87,505
60 52.74 44.09 8.65 18.2% 1.43 3.0% 39% False False 67,596
80 52.74 42.34 10.40 21.9% 1.42 3.0% 49% False False 55,063
100 52.74 42.34 10.40 21.9% 1.46 3.1% 49% False False 46,446
120 53.72 42.34 11.38 24.0% 1.38 2.9% 45% False False 39,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 58.46
2.618 54.96
1.618 52.82
1.000 51.50
0.618 50.68
HIGH 49.36
0.618 48.54
0.500 48.29
0.382 48.04
LOW 47.22
0.618 45.90
1.000 45.08
1.618 43.76
2.618 41.62
4.250 38.13
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 48.29 48.95
PP 48.01 48.45
S1 47.74 47.96

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

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