NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 45.87 45.51 -0.36 -0.8% 43.90
High 47.12 46.45 -0.67 -1.4% 47.12
Low 45.47 45.18 -0.29 -0.6% 42.95
Close 45.98 46.36 0.38 0.8% 46.36
Range 1.65 1.27 -0.38 -23.0% 4.17
ATR 1.55 1.53 -0.02 -1.3% 0.00
Volume 490,898 660,408 169,510 34.5% 2,356,887
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.81 49.35 47.06
R3 48.54 48.08 46.71
R2 47.27 47.27 46.59
R1 46.81 46.81 46.48 47.04
PP 46.00 46.00 46.00 46.11
S1 45.54 45.54 46.24 45.77
S2 44.73 44.73 46.13
S3 43.46 44.27 46.01
S4 42.19 43.00 45.66
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.99 56.34 48.65
R3 53.82 52.17 47.51
R2 49.65 49.65 47.12
R1 48.00 48.00 46.74 48.83
PP 45.48 45.48 45.48 45.89
S1 43.83 43.83 45.98 44.66
S2 41.31 41.31 45.60
S3 37.14 39.66 45.21
S4 32.97 35.49 44.07
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 9.0% 1.65 3.6% 82% False False 471,377
10 47.12 42.95 4.17 9.0% 1.60 3.5% 82% False False 394,295
20 51.56 42.95 8.61 18.6% 1.51 3.2% 40% False False 277,685
40 52.74 42.95 9.79 21.1% 1.44 3.1% 35% False False 189,461
60 52.74 42.95 9.79 21.1% 1.46 3.2% 35% False False 140,026
80 52.74 42.34 10.40 22.4% 1.46 3.1% 39% False False 111,063
100 52.74 42.34 10.40 22.4% 1.46 3.2% 39% False False 92,207
120 53.72 42.34 11.38 24.5% 1.44 3.1% 35% False False 78,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 51.85
2.618 49.77
1.618 48.50
1.000 47.72
0.618 47.23
HIGH 46.45
0.618 45.96
0.500 45.82
0.382 45.67
LOW 45.18
0.618 44.40
1.000 43.91
1.618 43.13
2.618 41.86
4.250 39.78
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 46.18 46.29
PP 46.00 46.22
S1 45.82 46.15

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

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