NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 48.87 46.66 -2.21 -4.5% 47.24
High 49.13 48.55 -0.58 -1.2% 50.02
Low 46.82 46.08 -0.74 -1.6% 46.82
Close 47.00 47.99 0.99 2.1% 47.00
Range 2.31 2.47 0.16 6.9% 3.20
ATR 1.59 1.65 0.06 4.0% 0.00
Volume 72,641 152,438 79,797 109.9% 556,302
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.95 53.94 49.35
R3 52.48 51.47 48.67
R2 50.01 50.01 48.44
R1 49.00 49.00 48.22 49.51
PP 47.54 47.54 47.54 47.79
S1 46.53 46.53 47.76 47.04
S2 45.07 45.07 47.54
S3 42.60 44.06 47.31
S4 40.13 41.59 46.63
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.55 55.47 48.76
R3 54.35 52.27 47.88
R2 51.15 51.15 47.59
R1 49.07 49.07 47.29 48.51
PP 47.95 47.95 47.95 47.67
S1 45.87 45.87 46.71 45.31
S2 44.75 44.75 46.41
S3 41.55 42.67 46.12
S4 38.35 39.47 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.02 46.08 3.94 8.2% 1.95 4.1% 48% False True 141,748
10 50.02 43.73 6.29 13.1% 1.78 3.7% 68% False False 118,751
20 50.02 43.73 6.29 13.1% 1.66 3.5% 68% False False 101,979
40 53.26 43.73 9.53 19.9% 1.42 3.0% 45% False False 72,292
60 53.26 43.73 9.53 19.9% 1.47 3.1% 45% False False 56,124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.05
2.618 55.02
1.618 52.55
1.000 51.02
0.618 50.08
HIGH 48.55
0.618 47.61
0.500 47.32
0.382 47.02
LOW 46.08
0.618 44.55
1.000 43.61
1.618 42.08
2.618 39.61
4.250 35.58
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 47.77 47.89
PP 47.54 47.79
S1 47.32 47.69

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

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