NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 47.51 46.61 -0.90 -1.9% 46.35
High 47.89 46.82 -1.07 -2.2% 47.97
Low 46.50 45.25 -1.25 -2.7% 45.20
Close 46.88 45.68 -1.20 -2.6% 45.68
Range 1.39 1.57 0.18 12.9% 2.77
ATR 1.41 1.42 0.02 1.1% 0.00
Volume 87,953 57,532 -30,421 -34.6% 375,768
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 50.63 49.72 46.54
R3 49.06 48.15 46.11
R2 47.49 47.49 45.97
R1 46.58 46.58 45.82 46.25
PP 45.92 45.92 45.92 45.75
S1 45.01 45.01 45.54 44.68
S2 44.35 44.35 45.39
S3 42.78 43.44 45.25
S4 41.21 41.87 44.82
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.59 52.91 47.20
R3 51.82 50.14 46.44
R2 49.05 49.05 46.19
R1 47.37 47.37 45.93 46.83
PP 46.28 46.28 46.28 46.01
S1 44.60 44.60 45.43 44.06
S2 43.51 43.51 45.17
S3 40.74 41.83 44.92
S4 37.97 39.06 44.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.97 45.20 2.77 6.1% 1.52 3.3% 17% False False 75,153
10 50.49 45.20 5.29 11.6% 1.51 3.3% 9% False False 66,737
20 53.57 45.20 8.37 18.3% 1.30 2.9% 6% False False 55,022
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.49
2.618 50.93
1.618 49.36
1.000 48.39
0.618 47.79
HIGH 46.82
0.618 46.22
0.500 46.04
0.382 45.85
LOW 45.25
0.618 44.28
1.000 43.68
1.618 42.71
2.618 41.14
4.250 38.58
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 46.04 46.59
PP 45.92 46.28
S1 45.80 45.98

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

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