NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 46.61 45.60 -1.01 -2.2% 46.35
High 46.82 45.88 -0.94 -2.0% 47.97
Low 45.25 44.49 -0.76 -1.7% 45.20
Close 45.68 45.35 -0.33 -0.7% 45.68
Range 1.57 1.39 -0.18 -11.5% 2.77
ATR 1.42 1.42 0.00 -0.2% 0.00
Volume 57,532 83,436 25,904 45.0% 375,768
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 49.41 48.77 46.11
R3 48.02 47.38 45.73
R2 46.63 46.63 45.60
R1 45.99 45.99 45.48 45.62
PP 45.24 45.24 45.24 45.05
S1 44.60 44.60 45.22 44.23
S2 43.85 43.85 45.10
S3 42.46 43.21 44.97
S4 41.07 41.82 44.59
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 44.49 3.48 7.7% 1.62 3.6% 25% False True 80,869
10 49.12 44.49 4.63 10.2% 1.43 3.2% 19% False True 70,645
20 53.57 44.49 9.08 20.0% 1.32 2.9% 9% False True 57,926
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.79
2.618 49.52
1.618 48.13
1.000 47.27
0.618 46.74
HIGH 45.88
0.618 45.35
0.500 45.19
0.382 45.02
LOW 44.49
0.618 43.63
1.000 43.10
1.618 42.24
2.618 40.85
4.250 38.58
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 45.30 46.19
PP 45.24 45.91
S1 45.19 45.63

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

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