NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 47.36 46.96 -0.40 -0.8% 51.45
High 47.97 47.05 -0.92 -1.9% 51.56
Low 46.77 45.56 -1.21 -2.6% 49.06
Close 47.24 45.93 -1.31 -2.8% 49.33
Range 1.20 1.49 0.29 24.2% 2.50
ATR 1.38 1.40 0.02 1.5% 0.00
Volume 278,185 170,595 -107,590 -38.7% 664,482
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.65 49.78 46.75
R3 49.16 48.29 46.34
R2 47.67 47.67 46.20
R1 46.80 46.80 46.07 46.49
PP 46.18 46.18 46.18 46.03
S1 45.31 45.31 45.79 45.00
S2 44.69 44.69 45.66
S3 43.20 43.82 45.52
S4 41.71 42.33 45.11
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 50.67 45.56 5.11 11.1% 1.44 3.1% 7% False True 166,751
10 52.28 45.56 6.72 14.6% 1.34 2.9% 6% False True 159,598
20 52.74 45.56 7.18 15.6% 1.31 2.8% 5% False True 139,689
40 52.74 44.46 8.28 18.0% 1.40 3.0% 18% False False 97,581
60 52.74 44.09 8.65 18.8% 1.44 3.1% 21% False False 74,221
80 52.74 42.34 10.40 22.6% 1.41 3.1% 35% False False 59,992
100 52.74 42.34 10.40 22.6% 1.46 3.2% 35% False False 50,738
120 53.72 42.34 11.38 24.8% 1.38 3.0% 32% False False 43,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.38
2.618 50.95
1.618 49.46
1.000 48.54
0.618 47.97
HIGH 47.05
0.618 46.48
0.500 46.31
0.382 46.13
LOW 45.56
0.618 44.64
1.000 44.07
1.618 43.15
2.618 41.66
4.250 39.23
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 46.31 47.46
PP 46.18 46.95
S1 46.06 46.44

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

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