NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 46.88 45.24 -1.64 -3.5% 46.60
High 46.98 49.90 2.92 6.2% 49.20
Low 44.82 45.22 0.40 0.9% 45.88
Close 45.23 49.44 4.21 9.3% 46.06
Range 2.16 4.68 2.52 116.7% 3.32
ATR 1.73 1.94 0.21 12.2% 0.00
Volume 732,818 1,311,000 578,182 78.9% 2,514,372
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 62.23 60.51 52.01
R3 57.55 55.83 50.73
R2 52.87 52.87 50.30
R1 51.15 51.15 49.87 52.01
PP 48.19 48.19 48.19 48.62
S1 46.47 46.47 49.01 47.33
S2 43.51 43.51 48.58
S3 38.83 41.79 48.15
S4 34.15 37.11 46.87
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 49.90 44.82 5.08 10.3% 2.55 5.2% 91% True False 760,207
10 49.90 44.82 5.08 10.3% 2.11 4.3% 91% True False 686,300
20 49.90 42.95 6.95 14.1% 1.86 3.8% 93% True False 486,954
40 52.74 42.95 9.79 19.8% 1.57 3.2% 66% False False 310,691
60 52.74 42.95 9.79 19.8% 1.55 3.1% 66% False False 224,836
80 52.74 42.95 9.79 19.8% 1.54 3.1% 66% False False 175,531
100 52.74 42.34 10.40 21.0% 1.51 3.0% 68% False False 143,977
120 52.74 42.34 10.40 21.0% 1.53 3.1% 68% False False 122,089
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 0.35
Widest range in 148 trading days
Fibonacci Retracements and Extensions
4.250 69.79
2.618 62.15
1.618 57.47
1.000 54.58
0.618 52.79
HIGH 49.90
0.618 48.11
0.500 47.56
0.382 47.01
LOW 45.22
0.618 42.33
1.000 40.54
1.618 37.65
2.618 32.97
4.250 25.33
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 48.81 48.75
PP 48.19 48.05
S1 47.56 47.36

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

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