NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 45.53 45.45 -0.08 -0.2% 48.95
High 45.99 46.58 0.59 1.3% 49.36
Low 44.99 43.75 -1.24 -2.8% 44.16
Close 45.61 45.94 0.33 0.7% 44.65
Range 1.00 2.83 1.83 183.0% 5.20
ATR 1.35 1.45 0.11 7.9% 0.00
Volume 303,387 414,385 110,998 36.6% 946,276
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.91 52.76 47.50
R3 51.08 49.93 46.72
R2 48.25 48.25 46.46
R1 47.10 47.10 46.20 47.68
PP 45.42 45.42 45.42 45.71
S1 44.27 44.27 45.68 44.85
S2 42.59 42.59 45.42
S3 39.76 41.44 45.16
S4 36.93 38.61 44.38
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 46.58 43.75 2.83 6.2% 1.52 3.3% 77% True True 261,633
10 50.67 43.75 6.92 15.1% 1.48 3.2% 32% False True 214,192
20 52.68 43.75 8.93 19.4% 1.32 2.9% 25% False True 174,630
40 52.74 43.75 8.99 19.6% 1.38 3.0% 24% False True 125,516
60 52.74 43.75 8.99 19.6% 1.42 3.1% 24% False True 94,053
80 52.74 42.34 10.40 22.6% 1.43 3.1% 35% False False 75,301
100 52.74 42.34 10.40 22.6% 1.47 3.2% 35% False False 63,433
120 53.72 42.34 11.38 24.8% 1.41 3.1% 32% False False 54,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 58.61
2.618 53.99
1.618 51.16
1.000 49.41
0.618 48.33
HIGH 46.58
0.618 45.50
0.500 45.17
0.382 44.83
LOW 43.75
0.618 42.00
1.000 40.92
1.618 39.17
2.618 36.34
4.250 31.72
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 45.68 45.68
PP 45.42 45.42
S1 45.17 45.17

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

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