NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 46.28 47.24 0.96 2.1% 44.75
High 47.20 49.28 2.08 4.4% 47.77
Low 45.94 47.24 1.30 2.8% 43.73
Close 47.11 49.03 1.92 4.1% 47.11
Range 1.26 2.04 0.78 61.9% 4.04
ATR 1.50 1.55 0.05 3.2% 0.00
Volume 95,281 168,213 72,932 76.5% 478,774
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.64 53.87 50.15
R3 52.60 51.83 49.59
R2 50.56 50.56 49.40
R1 49.79 49.79 49.22 50.18
PP 48.52 48.52 48.52 48.71
S1 47.75 47.75 48.84 48.14
S2 46.48 46.48 48.66
S3 44.44 45.71 48.47
S4 42.40 43.67 47.91
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.32 56.76 49.33
R3 54.28 52.72 48.22
R2 50.24 50.24 47.85
R1 48.68 48.68 47.48 49.46
PP 46.20 46.20 46.20 46.60
S1 44.64 44.64 46.74 45.42
S2 42.16 42.16 46.37
S3 38.12 40.60 46.00
S4 34.08 36.56 44.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.28 44.84 4.44 9.1% 1.74 3.5% 94% True False 108,350
10 49.28 43.73 5.55 11.3% 1.69 3.4% 95% True False 105,304
20 52.15 43.73 8.42 17.2% 1.52 3.1% 63% False False 84,797
40 53.26 43.73 9.53 19.4% 1.42 2.9% 56% False False 61,339
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.95
2.618 54.62
1.618 52.58
1.000 51.32
0.618 50.54
HIGH 49.28
0.618 48.50
0.500 48.26
0.382 48.02
LOW 47.24
0.618 45.98
1.000 45.20
1.618 43.94
2.618 41.90
4.250 38.57
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 48.77 48.56
PP 48.52 48.08
S1 48.26 47.61

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

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