NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 51.18 51.05 -0.13 -0.3% 52.14
High 51.82 51.79 -0.03 -0.1% 53.57
Low 50.73 50.90 0.17 0.3% 51.43
Close 51.02 51.49 0.47 0.9% 52.54
Range 1.09 0.89 -0.20 -18.3% 2.14
ATR 1.32 1.29 -0.03 -2.3% 0.00
Volume 56,010 44,302 -11,708 -20.9% 196,510
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.06 53.67 51.98
R3 53.17 52.78 51.73
R2 52.28 52.28 51.65
R1 51.89 51.89 51.57 52.09
PP 51.39 51.39 51.39 51.49
S1 51.00 51.00 51.41 51.20
S2 50.50 50.50 51.33
S3 49.61 50.11 51.25
S4 48.72 49.22 51.00
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.93 57.88 53.72
R3 56.79 55.74 53.13
R2 54.65 54.65 52.93
R1 53.60 53.60 52.74 54.13
PP 52.51 52.51 52.51 52.78
S1 51.46 51.46 52.34 51.99
S2 50.37 50.37 52.15
S3 48.23 49.32 51.95
S4 46.09 47.18 51.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.74 50.73 2.01 3.9% 1.11 2.2% 38% False False 49,279
10 53.57 50.73 2.84 5.5% 1.07 2.1% 27% False False 43,796
20 53.68 49.20 4.48 8.7% 1.15 2.2% 51% False False 42,218
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.57
2.618 54.12
1.618 53.23
1.000 52.68
0.618 52.34
HIGH 51.79
0.618 51.45
0.500 51.35
0.382 51.24
LOW 50.90
0.618 50.35
1.000 50.01
1.618 49.46
2.618 48.57
4.250 47.12
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 51.44 51.74
PP 51.39 51.65
S1 51.35 51.57

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

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