NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 46.43 45.87 -0.56 -1.2% 45.00
High 46.99 47.12 0.13 0.3% 46.58
Low 45.65 45.47 -0.18 -0.4% 43.73
Close 46.10 45.98 -0.12 -0.3% 44.15
Range 1.34 1.65 0.31 23.1% 2.85
ATR 1.54 1.55 0.01 0.5% 0.00
Volume 419,130 490,898 71,768 17.1% 1,586,072
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 51.14 50.21 46.89
R3 49.49 48.56 46.43
R2 47.84 47.84 46.28
R1 46.91 46.91 46.13 47.38
PP 46.19 46.19 46.19 46.42
S1 45.26 45.26 45.83 45.73
S2 44.54 44.54 45.68
S3 42.89 43.61 45.53
S4 41.24 41.96 45.07
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 47.12 42.95 4.17 9.1% 1.72 3.7% 73% True False 398,644
10 47.12 42.95 4.17 9.1% 1.60 3.5% 73% True False 349,295
20 51.57 42.95 8.62 18.7% 1.48 3.2% 35% False False 252,860
40 52.74 42.95 9.79 21.3% 1.47 3.2% 31% False False 174,450
60 52.74 42.95 9.79 21.3% 1.46 3.2% 31% False False 129,426
80 52.74 42.34 10.40 22.6% 1.45 3.2% 35% False False 102,973
100 52.74 42.34 10.40 22.6% 1.47 3.2% 35% False False 85,775
120 53.72 42.34 11.38 24.7% 1.44 3.1% 32% False False 73,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.13
2.618 51.44
1.618 49.79
1.000 48.77
0.618 48.14
HIGH 47.12
0.618 46.49
0.500 46.30
0.382 46.10
LOW 45.47
0.618 44.45
1.000 43.82
1.618 42.80
2.618 41.15
4.250 38.46
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 46.30 45.86
PP 46.19 45.75
S1 46.09 45.63

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

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