NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 45.02 47.10 2.08 4.6% 45.67
High 47.38 47.63 0.25 0.5% 47.28
Low 44.84 46.32 1.48 3.3% 44.48
Close 47.06 46.77 -0.29 -0.6% 44.92
Range 2.54 1.31 -1.23 -48.4% 2.80
ATR 1.53 1.52 -0.02 -1.0% 0.00
Volume 105,410 92,395 -13,015 -12.3% 474,966
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.84 50.11 47.49
R3 49.53 48.80 47.13
R2 48.22 48.22 47.01
R1 47.49 47.49 46.89 47.20
PP 46.91 46.91 46.91 46.76
S1 46.18 46.18 46.65 45.89
S2 45.60 45.60 46.53
S3 44.29 44.87 46.41
S4 42.98 43.56 46.05
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 47.63 43.73 3.90 8.3% 1.65 3.5% 78% True False 94,757
10 47.63 43.73 3.90 8.3% 1.58 3.4% 78% True False 89,745
20 52.71 43.73 8.98 19.2% 1.45 3.1% 34% False False 76,722
40 53.26 43.73 9.53 20.4% 1.42 3.0% 32% False False 55,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.43
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.20
2.618 51.06
1.618 49.75
1.000 48.94
0.618 48.44
HIGH 47.63
0.618 47.13
0.500 46.98
0.382 46.82
LOW 46.32
0.618 45.51
1.000 45.01
1.618 44.20
2.618 42.89
4.250 40.75
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 46.98 46.41
PP 46.91 46.04
S1 46.84 45.68

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

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