NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 45.43 46.88 1.45 3.2% 46.60
High 47.65 46.98 -0.67 -1.4% 49.20
Low 45.14 44.82 -0.32 -0.7% 45.88
Close 47.08 45.23 -1.85 -3.9% 46.06
Range 2.51 2.16 -0.35 -13.9% 3.32
ATR 1.68 1.73 0.04 2.4% 0.00
Volume 734,381 732,818 -1,563 -0.2% 2,514,372
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 52.16 50.85 46.42
R3 50.00 48.69 45.82
R2 47.84 47.84 45.63
R1 46.53 46.53 45.43 46.11
PP 45.68 45.68 45.68 45.46
S1 44.37 44.37 45.03 43.95
S2 43.52 43.52 44.83
S3 41.36 42.21 44.64
S4 39.20 40.05 44.04
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 44.82 4.38 9.7% 2.02 4.5% 9% False True 663,249
10 49.20 44.14 5.06 11.2% 1.90 4.2% 22% False False 595,994
20 49.20 42.95 6.25 13.8% 1.69 3.7% 36% False False 435,313
40 52.74 42.95 9.79 21.6% 1.47 3.3% 23% False False 279,627
60 52.74 42.95 9.79 21.6% 1.52 3.4% 23% False False 203,441
80 52.74 42.95 9.79 21.6% 1.50 3.3% 23% False False 159,526
100 52.74 42.34 10.40 23.0% 1.47 3.3% 28% False False 131,113
120 52.74 42.34 10.40 23.0% 1.50 3.3% 28% False False 111,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.16
2.618 52.63
1.618 50.47
1.000 49.14
0.618 48.31
HIGH 46.98
0.618 46.15
0.500 45.90
0.382 45.65
LOW 44.82
0.618 43.49
1.000 42.66
1.618 41.33
2.618 39.17
4.250 35.64
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 45.90 46.54
PP 45.68 46.10
S1 45.45 45.67

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

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