NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 47.85 46.22 -1.63 -3.4% 47.24
High 47.86 50.80 2.94 6.1% 50.02
Low 45.74 46.13 0.39 0.9% 46.82
Close 46.13 50.34 4.21 9.1% 47.00
Range 2.12 4.67 2.55 120.3% 3.20
ATR 1.69 1.91 0.21 12.5% 0.00
Volume 198,019 381,490 183,471 92.7% 556,302
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 63.10 61.39 52.91
R3 58.43 56.72 51.62
R2 53.76 53.76 51.20
R1 52.05 52.05 50.77 52.91
PP 49.09 49.09 49.09 49.52
S1 47.38 47.38 49.91 48.24
S2 44.42 44.42 49.48
S3 39.75 42.71 49.06
S4 35.08 38.04 47.77
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 50.80 45.74 5.06 10.1% 2.51 5.0% 91% True False 183,741
10 50.80 45.74 5.06 10.1% 2.07 4.1% 91% True False 155,637
20 50.80 43.73 7.07 14.0% 1.83 3.6% 93% True False 121,333
40 53.26 43.73 9.53 18.9% 1.53 3.0% 69% False False 85,385
60 53.26 43.73 9.53 18.9% 1.51 3.0% 69% False False 65,276
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 0.33
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 70.65
2.618 63.03
1.618 58.36
1.000 55.47
0.618 53.69
HIGH 50.80
0.618 49.02
0.500 48.47
0.382 47.91
LOW 46.13
0.618 43.24
1.000 41.46
1.618 38.57
2.618 33.90
4.250 26.28
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 49.72 49.65
PP 49.09 48.96
S1 48.47 48.27

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

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