NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 44.30 46.43 2.13 4.8% 45.00
High 46.70 46.99 0.29 0.6% 46.58
Low 44.14 45.65 1.51 3.4% 43.73
Close 46.39 46.10 -0.29 -0.6% 44.15
Range 2.56 1.34 -1.22 -47.7% 2.85
ATR 1.55 1.54 -0.02 -1.0% 0.00
Volume 407,942 419,130 11,188 2.7% 1,586,072
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.27 49.52 46.84
R3 48.93 48.18 46.47
R2 47.59 47.59 46.35
R1 46.84 46.84 46.22 46.55
PP 46.25 46.25 46.25 46.10
S1 45.50 45.50 45.98 45.21
S2 44.91 44.91 45.85
S3 43.57 44.16 45.73
S4 42.23 42.82 45.36
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 46.99 42.95 4.04 8.8% 1.67 3.6% 78% True False 363,290
10 46.99 42.95 4.04 8.8% 1.59 3.5% 78% True False 312,462
20 52.28 42.95 9.33 20.2% 1.47 3.2% 34% False False 236,030
40 52.74 42.95 9.79 21.2% 1.45 3.1% 32% False False 164,173
60 52.74 42.95 9.79 21.2% 1.45 3.1% 32% False False 121,675
80 52.74 42.34 10.40 22.6% 1.45 3.1% 36% False False 97,027
100 52.74 42.34 10.40 22.6% 1.47 3.2% 36% False False 81,045
120 53.72 42.34 11.38 24.7% 1.44 3.1% 33% False False 68,959
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 52.69
2.618 50.50
1.618 49.16
1.000 48.33
0.618 47.82
HIGH 46.99
0.618 46.48
0.500 46.32
0.382 46.16
LOW 45.65
0.618 44.82
1.000 44.31
1.618 43.48
2.618 42.14
4.250 39.96
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 46.32 45.72
PP 46.25 45.35
S1 46.17 44.97

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

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