NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 45.05 43.90 -1.15 -2.6% 45.00
High 45.33 44.39 -0.94 -2.1% 46.58
Low 43.73 42.95 -0.78 -1.8% 43.73
Close 44.15 43.94 -0.21 -0.5% 44.15
Range 1.60 1.44 -0.16 -10.0% 2.85
ATR 1.46 1.46 0.00 -0.1% 0.00
Volume 296,744 378,509 81,765 27.6% 1,586,072
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.08 47.45 44.73
R3 46.64 46.01 44.34
R2 45.20 45.20 44.20
R1 44.57 44.57 44.07 44.89
PP 43.76 43.76 43.76 43.92
S1 43.13 43.13 43.81 43.45
S2 42.32 42.32 43.68
S3 40.88 41.69 43.54
S4 39.44 40.25 43.15
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 42.95 3.63 8.3% 1.66 3.8% 27% False True 341,430
10 47.97 42.95 5.02 11.4% 1.47 3.4% 20% False True 274,632
20 52.68 42.95 9.73 22.1% 1.37 3.1% 10% False True 204,422
40 52.74 42.95 9.79 22.3% 1.41 3.2% 10% False True 147,430
60 52.74 42.95 9.79 22.3% 1.44 3.3% 10% False True 108,894
80 52.74 42.34 10.40 23.7% 1.43 3.3% 15% False False 87,130
100 52.74 42.34 10.40 23.7% 1.48 3.4% 15% False False 73,016
120 53.72 42.34 11.38 25.9% 1.42 3.2% 14% False False 62,170
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.51
2.618 48.16
1.618 46.72
1.000 45.83
0.618 45.28
HIGH 44.39
0.618 43.84
0.500 43.67
0.382 43.50
LOW 42.95
0.618 42.06
1.000 41.51
1.618 40.62
2.618 39.18
4.250 36.83
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 43.85 44.66
PP 43.76 44.42
S1 43.67 44.18

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

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