NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 45.87 44.75 -1.12 -2.4% 45.67
High 46.07 45.13 -0.94 -2.0% 47.28
Low 44.49 43.73 -0.76 -1.7% 44.48
Close 44.92 44.65 -0.27 -0.6% 44.92
Range 1.58 1.40 -0.18 -11.4% 2.80
ATR 1.44 1.44 0.00 -0.2% 0.00
Volume 69,213 105,236 36,023 52.0% 474,966
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 48.70 48.08 45.42
R3 47.30 46.68 45.04
R2 45.90 45.90 44.91
R1 45.28 45.28 44.78 44.89
PP 44.50 44.50 44.50 44.31
S1 43.88 43.88 44.52 43.49
S2 43.10 43.10 44.39
S3 41.70 42.48 44.27
S4 40.30 41.08 43.88
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.96 52.24 46.46
R3 51.16 49.44 45.69
R2 48.36 48.36 45.43
R1 46.64 46.64 45.18 46.10
PP 45.56 45.56 45.56 45.29
S1 43.84 43.84 44.66 43.30
S2 42.76 42.76 44.41
S3 39.96 41.04 44.15
S4 37.16 38.24 43.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.28 43.73 3.55 8.0% 1.64 3.7% 26% False True 102,258
10 48.56 43.73 4.83 10.8% 1.46 3.3% 19% False True 88,248
20 53.14 43.73 9.41 21.1% 1.35 3.0% 10% False True 70,428
40 53.26 43.73 9.53 21.3% 1.38 3.1% 10% False True 51,520
Crabel Price Patterns
NR True
NR4 True
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 0.44
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.08
2.618 48.80
1.618 47.40
1.000 46.53
0.618 46.00
HIGH 45.13
0.618 44.60
0.500 44.43
0.382 44.26
LOW 43.73
0.618 42.86
1.000 42.33
1.618 41.46
2.618 40.06
4.250 37.78
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 44.58 45.44
PP 44.50 45.17
S1 44.43 44.91

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

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