NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 48.95 47.36 -1.59 -3.2% 51.45
High 49.36 47.97 -1.39 -2.8% 51.56
Low 47.22 46.77 -0.45 -1.0% 49.06
Close 47.46 47.24 -0.22 -0.5% 49.33
Range 2.14 1.20 -0.94 -43.9% 2.50
ATR 1.40 1.38 -0.01 -1.0% 0.00
Volume 164,529 278,185 113,656 69.1% 664,482
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.93 50.28 47.90
R3 49.73 49.08 47.57
R2 48.53 48.53 47.46
R1 47.88 47.88 47.35 47.61
PP 47.33 47.33 47.33 47.19
S1 46.68 46.68 47.13 46.41
S2 46.13 46.13 47.02
S3 44.93 45.48 46.91
S4 43.73 44.28 46.58
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 50.69 46.77 3.92 8.3% 1.37 2.9% 12% False True 159,607
10 52.68 46.77 5.91 12.5% 1.31 2.8% 8% False True 155,188
20 52.74 46.77 5.97 12.6% 1.27 2.7% 8% False True 134,428
40 52.74 44.46 8.28 17.5% 1.40 3.0% 34% False False 93,777
60 52.74 44.09 8.65 18.3% 1.43 3.0% 36% False False 71,723
80 52.74 42.34 10.40 22.0% 1.42 3.0% 47% False False 58,233
100 52.74 42.34 10.40 22.0% 1.46 3.1% 47% False False 49,116
120 53.72 42.34 11.38 24.1% 1.38 2.9% 43% False False 42,014
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.07
2.618 51.11
1.618 49.91
1.000 49.17
0.618 48.71
HIGH 47.97
0.618 47.51
0.500 47.37
0.382 47.23
LOW 46.77
0.618 46.03
1.000 45.57
1.618 44.83
2.618 43.63
4.250 41.67
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 47.37 48.60
PP 47.33 48.14
S1 47.28 47.69

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

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