NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 49.24 48.87 -0.37 -0.8% 44.75
High 50.02 49.30 -0.72 -1.4% 47.77
Low 48.09 48.31 0.22 0.5% 43.73
Close 48.93 48.86 -0.07 -0.1% 47.11
Range 1.93 0.99 -0.94 -48.7% 4.04
ATR 1.58 1.53 -0.04 -2.7% 0.00
Volume 201,329 114,119 -87,210 -43.3% 478,774
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 51.79 51.32 49.40
R3 50.80 50.33 49.13
R2 49.81 49.81 49.04
R1 49.34 49.34 48.95 49.08
PP 48.82 48.82 48.82 48.70
S1 48.35 48.35 48.77 48.09
S2 47.83 47.83 48.68
S3 46.84 47.36 48.59
S4 45.85 46.37 48.32
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 50.02 45.94 4.08 8.4% 1.55 3.2% 72% False False 131,878
10 50.02 43.73 6.29 12.9% 1.60 3.3% 82% False False 113,318
20 51.25 43.73 7.52 15.4% 1.53 3.1% 68% False False 94,804
40 53.26 43.73 9.53 19.5% 1.38 2.8% 54% False False 67,896
60 53.26 43.73 9.53 19.5% 1.46 3.0% 54% False False 53,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 53.51
2.618 51.89
1.618 50.90
1.000 50.29
0.618 49.91
HIGH 49.30
0.618 48.92
0.500 48.81
0.382 48.69
LOW 48.31
0.618 47.70
1.000 47.32
1.618 46.71
2.618 45.72
4.250 44.10
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 48.84 48.78
PP 48.82 48.71
S1 48.81 48.63

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

View Archives - Comment on this page... - Back to Index of Symbols