NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 46.08 45.25 -0.83 -1.8% 48.95
High 46.50 45.46 -1.04 -2.2% 49.36
Low 44.96 44.16 -0.80 -1.8% 44.16
Close 45.25 44.65 -0.60 -1.3% 44.65
Range 1.54 1.30 -0.24 -15.6% 5.20
ATR 1.41 1.41 -0.01 -0.6% 0.00
Volume 122,568 210,399 87,831 71.7% 946,276
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.66 47.95 45.37
R3 47.36 46.65 45.01
R2 46.06 46.06 44.89
R1 45.35 45.35 44.77 45.06
PP 44.76 44.76 44.76 44.61
S1 44.05 44.05 44.53 43.76
S2 43.46 43.46 44.41
S3 42.16 42.75 44.29
S4 40.86 41.45 43.94
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 61.66 58.35 47.51
R3 56.46 53.15 46.08
R2 51.26 51.26 45.60
R1 47.95 47.95 45.13 47.01
PP 46.06 46.06 46.06 45.58
S1 42.75 42.75 44.17 41.81
S2 40.86 40.86 43.70
S3 35.66 37.55 43.22
S4 30.46 32.35 41.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.36 44.16 5.20 11.6% 1.53 3.4% 9% False True 189,255
10 51.56 44.16 7.40 16.6% 1.41 3.2% 7% False True 161,075
20 52.74 44.16 8.58 19.2% 1.32 3.0% 6% False True 147,018
40 52.74 44.16 8.58 19.2% 1.37 3.1% 6% False True 103,992
60 52.74 44.16 8.58 19.2% 1.41 3.2% 6% False True 78,865
80 52.74 42.34 10.40 23.3% 1.41 3.2% 22% False False 63,627
100 52.74 42.34 10.40 23.3% 1.47 3.3% 22% False False 53,924
120 53.72 42.34 11.38 25.5% 1.39 3.1% 20% False False 46,070
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 50.99
2.618 48.86
1.618 47.56
1.000 46.76
0.618 46.26
HIGH 45.46
0.618 44.96
0.500 44.81
0.382 44.66
LOW 44.16
0.618 43.36
1.000 42.86
1.618 42.06
2.618 40.76
4.250 38.64
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 44.81 45.61
PP 44.76 45.29
S1 44.70 44.97

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

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