NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 47.97 45.43 -2.54 -5.3% 46.60
High 48.26 47.65 -0.61 -1.3% 49.20
Low 45.88 45.14 -0.74 -1.6% 45.88
Close 46.06 47.08 1.02 2.2% 46.06
Range 2.38 2.51 0.13 5.5% 3.32
ATR 1.62 1.68 0.06 3.9% 0.00
Volume 465,977 734,381 268,404 57.6% 2,514,372
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.15 53.13 48.46
R3 51.64 50.62 47.77
R2 49.13 49.13 47.54
R1 48.11 48.11 47.31 48.62
PP 46.62 46.62 46.62 46.88
S1 45.60 45.60 46.85 46.11
S2 44.11 44.11 46.62
S3 41.60 43.09 46.39
S4 39.09 40.58 45.70
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.01 54.85 47.89
R3 53.69 51.53 46.97
R2 50.37 50.37 46.67
R1 48.21 48.21 46.36 47.63
PP 47.05 47.05 47.05 46.76
S1 44.89 44.89 45.76 44.31
S2 43.73 43.73 45.45
S3 40.41 41.57 45.15
S4 37.09 38.25 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.20 45.14 4.06 8.6% 2.00 4.2% 48% False True 649,750
10 49.20 42.95 6.25 13.3% 1.83 3.9% 66% False False 560,564
20 49.36 42.95 6.41 13.6% 1.68 3.6% 64% False False 406,899
40 52.74 42.95 9.79 20.8% 1.45 3.1% 42% False False 262,866
60 52.74 42.95 9.79 20.8% 1.51 3.2% 42% False False 191,682
80 52.74 42.95 9.79 20.8% 1.48 3.1% 42% False False 150,683
100 52.74 42.34 10.40 22.1% 1.46 3.1% 46% False False 123,979
120 53.72 42.34 11.38 24.2% 1.49 3.2% 42% False False 105,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 58.32
2.618 54.22
1.618 51.71
1.000 50.16
0.618 49.20
HIGH 47.65
0.618 46.69
0.500 46.40
0.382 46.10
LOW 45.14
0.618 43.59
1.000 42.63
1.618 41.08
2.618 38.57
4.250 34.47
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 46.85 46.98
PP 46.62 46.88
S1 46.40 46.79

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

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