NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 45.51 46.60 1.09 2.4% 43.90
High 46.45 48.51 2.06 4.4% 47.12
Low 45.18 46.46 1.28 2.8% 42.95
Close 46.36 48.24 1.88 4.1% 46.36
Range 1.27 2.05 0.78 61.4% 4.17
ATR 1.53 1.57 0.04 2.9% 0.00
Volume 660,408 665,326 4,918 0.7% 2,356,887
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.89 53.11 49.37
R3 51.84 51.06 48.80
R2 49.79 49.79 48.62
R1 49.01 49.01 48.43 49.40
PP 47.74 47.74 47.74 47.93
S1 46.96 46.96 48.05 47.35
S2 45.69 45.69 47.86
S3 43.64 44.91 47.68
S4 41.59 42.86 47.11
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 48.51 44.14 4.37 9.1% 1.77 3.7% 94% True False 528,740
10 48.51 42.95 5.56 11.5% 1.72 3.6% 95% True False 435,085
20 51.55 42.95 8.60 17.8% 1.54 3.2% 62% False False 301,693
40 52.74 42.95 9.79 20.3% 1.45 3.0% 54% False False 205,028
60 52.74 42.95 9.79 20.3% 1.47 3.1% 54% False False 150,635
80 52.74 42.34 10.40 21.6% 1.47 3.0% 57% False False 119,194
100 52.74 42.34 10.40 21.6% 1.47 3.0% 57% False False 98,724
120 53.72 42.34 11.38 23.6% 1.45 3.0% 52% False False 83,975
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.22
2.618 53.88
1.618 51.83
1.000 50.56
0.618 49.78
HIGH 48.51
0.618 47.73
0.500 47.49
0.382 47.24
LOW 46.46
0.618 45.19
1.000 44.41
1.618 43.14
2.618 41.09
4.250 37.75
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 47.99 47.78
PP 47.74 47.31
S1 47.49 46.85

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

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