NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 46.05 45.05 -1.00 -2.2% 45.00
High 46.37 45.33 -1.04 -2.2% 46.58
Low 44.96 43.73 -1.23 -2.7% 43.73
Close 45.36 44.15 -1.21 -2.7% 44.15
Range 1.41 1.60 0.19 13.5% 2.85
ATR 1.45 1.46 0.01 0.9% 0.00
Volume 314,127 296,744 -17,383 -5.5% 1,586,072
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.20 48.28 45.03
R3 47.60 46.68 44.59
R2 46.00 46.00 44.44
R1 45.08 45.08 44.30 44.74
PP 44.40 44.40 44.40 44.24
S1 43.48 43.48 44.00 43.14
S2 42.80 42.80 43.86
S3 41.20 41.88 43.71
S4 39.60 40.28 43.27
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.37 51.61 45.72
R3 50.52 48.76 44.93
R2 47.67 47.67 44.67
R1 45.91 45.91 44.41 45.37
PP 44.82 44.82 44.82 44.55
S1 43.06 43.06 43.89 42.52
S2 41.97 41.97 43.63
S3 39.12 40.21 43.37
S4 36.27 37.36 42.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.58 43.73 2.85 6.5% 1.55 3.5% 15% False True 317,214
10 49.36 43.73 5.63 12.8% 1.54 3.5% 7% False True 253,234
20 52.68 43.73 8.95 20.3% 1.36 3.1% 5% False True 189,236
40 52.74 43.73 9.01 20.4% 1.40 3.2% 5% False True 138,629
60 52.74 43.73 9.01 20.4% 1.43 3.2% 5% False True 103,133
80 52.74 42.34 10.40 23.6% 1.43 3.2% 17% False False 82,523
100 52.74 42.34 10.40 23.6% 1.48 3.3% 17% False False 69,326
120 53.72 42.34 11.38 25.8% 1.42 3.2% 16% False False 59,088
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.13
2.618 49.52
1.618 47.92
1.000 46.93
0.618 46.32
HIGH 45.33
0.618 44.72
0.500 44.53
0.382 44.34
LOW 43.73
0.618 42.74
1.000 42.13
1.618 41.14
2.618 39.54
4.250 36.93
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 44.53 45.16
PP 44.40 44.82
S1 44.28 44.49

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

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