NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 49.59 47.92 -1.67 -3.4% 52.04
High 49.96 48.56 -1.40 -2.8% 52.15
Low 47.81 47.32 -0.49 -1.0% 49.67
Close 48.05 47.80 -0.25 -0.5% 49.93
Range 2.15 1.24 -0.91 -42.3% 2.48
ATR 1.37 1.36 -0.01 -0.7% 0.00
Volume 74,833 117,606 42,773 57.2% 268,226
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 51.61 50.95 48.48
R3 50.37 49.71 48.14
R2 49.13 49.13 48.03
R1 48.47 48.47 47.91 48.18
PP 47.89 47.89 47.89 47.75
S1 47.23 47.23 47.69 46.94
S2 46.65 46.65 47.57
S3 45.41 45.99 47.46
S4 44.17 44.75 47.12
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.02 56.46 51.29
R3 55.54 53.98 50.61
R2 53.06 53.06 50.38
R1 51.50 51.50 50.16 51.04
PP 50.58 50.58 50.58 50.36
S1 49.02 49.02 49.70 48.56
S2 48.10 48.10 49.48
S3 45.62 46.54 49.25
S4 43.14 44.06 48.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.27 47.32 3.95 8.3% 1.36 2.8% 12% False True 68,466
10 53.14 47.32 5.82 12.2% 1.28 2.7% 8% False True 62,046
20 53.26 47.32 5.94 12.4% 1.24 2.6% 8% False True 49,437
40 53.26 45.12 8.14 17.0% 1.36 2.8% 33% False False 37,248
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 53.83
2.618 51.81
1.618 50.57
1.000 49.80
0.618 49.33
HIGH 48.56
0.618 48.09
0.500 47.94
0.382 47.79
LOW 47.32
0.618 46.55
1.000 46.08
1.618 45.31
2.618 44.07
4.250 42.05
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 47.94 49.17
PP 47.89 48.71
S1 47.85 48.26

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

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