NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 51.39 50.14 -1.25 -2.4% 52.62
High 51.55 50.49 -1.06 -2.1% 52.74
Low 50.25 48.38 -1.87 -3.7% 50.25
Close 50.50 48.62 -1.88 -3.7% 50.50
Range 1.30 2.11 0.81 62.3% 2.49
ATR 1.29 1.35 0.06 4.6% 0.00
Volume 37,890 44,351 6,461 17.1% 236,564
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.49 54.17 49.78
R3 53.38 52.06 49.20
R2 51.27 51.27 49.01
R1 49.95 49.95 48.81 49.56
PP 49.16 49.16 49.16 48.97
S1 47.84 47.84 48.43 47.45
S2 47.05 47.05 48.23
S3 44.94 45.73 48.04
S4 42.83 43.62 47.46
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.63 57.06 51.87
R3 56.14 54.57 51.18
R2 53.65 53.65 50.96
R1 52.08 52.08 50.73 51.62
PP 51.16 51.16 51.16 50.94
S1 49.59 49.59 50.27 49.13
S2 48.67 48.67 50.04
S3 46.18 47.10 49.82
S4 43.69 44.61 49.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.74 48.38 4.36 9.0% 1.39 2.9% 6% False True 45,119
10 53.57 48.38 5.19 10.7% 1.21 2.5% 5% False True 45,207
20 53.68 48.38 5.30 10.9% 1.20 2.5% 5% False True 43,397
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 0.24
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 59.46
2.618 56.01
1.618 53.90
1.000 52.60
0.618 51.79
HIGH 50.49
0.618 49.68
0.500 49.44
0.382 49.19
LOW 48.38
0.618 47.08
1.000 46.27
1.618 44.97
2.618 42.86
4.250 39.41
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 49.44 50.09
PP 49.16 49.60
S1 48.89 49.11

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

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