NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 45.00 45.53 0.53 1.2% 48.95
High 45.59 45.99 0.40 0.9% 49.36
Low 44.68 44.99 0.31 0.7% 44.16
Close 45.47 45.61 0.14 0.3% 44.65
Range 0.91 1.00 0.09 9.9% 5.20
ATR 1.37 1.35 -0.03 -1.9% 0.00
Volume 257,429 303,387 45,958 17.9% 946,276
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.53 48.07 46.16
R3 47.53 47.07 45.89
R2 46.53 46.53 45.79
R1 46.07 46.07 45.70 46.30
PP 45.53 45.53 45.53 45.65
S1 45.07 45.07 45.52 45.30
S2 44.53 44.53 45.43
S3 43.53 44.07 45.34
S4 42.53 43.07 45.06
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 47.05 44.16 2.89 6.3% 1.25 2.7% 50% False False 212,875
10 50.69 44.16 6.53 14.3% 1.31 2.9% 22% False False 186,241
20 52.68 44.16 8.52 18.7% 1.24 2.7% 17% False False 159,530
40 52.74 44.16 8.58 18.8% 1.35 3.0% 17% False False 115,995
60 52.74 44.16 8.58 18.8% 1.40 3.1% 17% False False 87,524
80 52.74 42.34 10.40 22.8% 1.40 3.1% 31% False False 70,304
100 52.74 42.34 10.40 22.8% 1.46 3.2% 31% False False 59,354
120 53.72 42.34 11.38 25.0% 1.39 3.1% 29% False False 50,660
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.24
2.618 48.61
1.618 47.61
1.000 46.99
0.618 46.61
HIGH 45.99
0.618 45.61
0.500 45.49
0.382 45.37
LOW 44.99
0.618 44.37
1.000 43.99
1.618 43.37
2.618 42.37
4.250 40.74
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 45.57 45.43
PP 45.53 45.25
S1 45.49 45.08

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

View Archives - Comment on this page... - Back to Index of Symbols