NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 45.45 46.05 0.60 1.3% 48.95
High 46.58 46.37 -0.21 -0.5% 49.36
Low 43.75 44.96 1.21 2.8% 44.16
Close 45.94 45.36 -0.58 -1.3% 44.65
Range 2.83 1.41 -1.42 -50.2% 5.20
ATR 1.45 1.45 0.00 -0.2% 0.00
Volume 414,385 314,127 -100,258 -24.2% 946,276
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.79 48.99 46.14
R3 48.38 47.58 45.75
R2 46.97 46.97 45.62
R1 46.17 46.17 45.49 45.87
PP 45.56 45.56 45.56 45.41
S1 44.76 44.76 45.23 44.46
S2 44.15 44.15 45.10
S3 42.74 43.35 44.97
S4 41.33 41.94 44.58
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% 1.49 3.3% 57% False False 299,945
10 50.42 43.75 6.67 14.7% 1.52 3.3% 24% False False 234,098
20 52.68 43.75 8.93 19.7% 1.33 2.9% 18% False False 181,392
40 52.74 43.75 8.99 19.8% 1.38 3.0% 18% False False 132,018
60 52.74 43.75 8.99 19.8% 1.43 3.1% 18% False False 98,645
80 52.74 42.34 10.40 22.9% 1.43 3.1% 29% False False 78,989
100 52.74 42.34 10.40 22.9% 1.48 3.3% 29% False False 66,465
120 53.72 42.34 11.38 25.1% 1.41 3.1% 27% False False 56,668
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.36
2.618 50.06
1.618 48.65
1.000 47.78
0.618 47.24
HIGH 46.37
0.618 45.83
0.500 45.67
0.382 45.50
LOW 44.96
0.618 44.09
1.000 43.55
1.618 42.68
2.618 41.27
4.250 38.97
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 45.67 45.30
PP 45.56 45.23
S1 45.46 45.17

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

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