NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 48.56 48.19 -0.37 -0.8% 52.62
High 49.12 48.21 -0.91 -1.9% 52.74
Low 47.91 46.78 -1.13 -2.4% 50.25
Close 48.38 47.14 -1.24 -2.6% 50.50
Range 1.21 1.43 0.22 18.2% 2.49
ATR 1.34 1.36 0.02 1.4% 0.00
Volume 84,920 60,107 -24,813 -29.2% 236,564
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 51.67 50.83 47.93
R3 50.24 49.40 47.53
R2 48.81 48.81 47.40
R1 47.97 47.97 47.27 47.68
PP 47.38 47.38 47.38 47.23
S1 46.54 46.54 47.01 46.25
S2 45.95 45.95 46.88
S3 44.52 45.11 46.75
S4 43.09 43.68 46.35
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 51.79 46.78 5.01 10.6% 1.39 2.9% 7% False True 54,314
10 53.09 46.78 6.31 13.4% 1.28 2.7% 6% False True 51,312
20 53.68 46.78 6.90 14.6% 1.24 2.6% 5% False True 47,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.29
2.618 51.95
1.618 50.52
1.000 49.64
0.618 49.09
HIGH 48.21
0.618 47.66
0.500 47.50
0.382 47.33
LOW 46.78
0.618 45.90
1.000 45.35
1.618 44.47
2.618 43.04
4.250 40.70
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 47.50 48.64
PP 47.38 48.14
S1 47.26 47.64

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

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