NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 44.75 45.02 0.27 0.6% 45.67
High 45.13 47.38 2.25 5.0% 47.28
Low 43.73 44.84 1.11 2.5% 44.48
Close 44.65 47.06 2.41 5.4% 44.92
Range 1.40 2.54 1.14 81.4% 2.80
ATR 1.44 1.53 0.09 6.4% 0.00
Volume 105,236 105,410 174 0.2% 474,966
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.05 53.09 48.46
R3 51.51 50.55 47.76
R2 48.97 48.97 47.53
R1 48.01 48.01 47.29 48.49
PP 46.43 46.43 46.43 46.67
S1 45.47 45.47 46.83 45.95
S2 43.89 43.89 46.59
S3 41.35 42.93 46.36
S4 38.81 40.39 45.66
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 47.38 43.73 3.65 7.8% 1.95 4.1% 91% True False 102,927
10 47.63 43.73 3.90 8.3% 1.59 3.4% 85% False False 87,028
20 53.14 43.73 9.41 20.0% 1.44 3.1% 35% False False 74,537
40 53.26 43.73 9.53 20.3% 1.41 3.0% 35% False False 53,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.18
2.618 54.03
1.618 51.49
1.000 49.92
0.618 48.95
HIGH 47.38
0.618 46.41
0.500 46.11
0.382 45.81
LOW 44.84
0.618 43.27
1.000 42.30
1.618 40.73
2.618 38.19
4.250 34.05
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 46.74 46.56
PP 46.43 46.06
S1 46.11 45.56

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

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