NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 45.54 47.65 2.11 4.6% 46.35
High 48.04 48.24 0.20 0.4% 47.97
Low 45.54 46.97 1.43 3.1% 45.20
Close 47.71 47.44 -0.27 -0.6% 45.68
Range 2.50 1.27 -1.23 -49.2% 2.77
ATR 1.51 1.49 -0.02 -1.1% 0.00
Volume 69,493 63,351 -6,142 -8.8% 375,768
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 51.36 50.67 48.14
R3 50.09 49.40 47.79
R2 48.82 48.82 47.67
R1 48.13 48.13 47.56 47.84
PP 47.55 47.55 47.55 47.41
S1 46.86 46.86 47.32 46.57
S2 46.28 46.28 47.21
S3 45.01 45.59 47.09
S4 43.74 44.32 46.74
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 48.24 44.49 3.75 7.9% 1.62 3.4% 79% True False 72,353
10 48.24 44.49 3.75 7.9% 1.55 3.3% 79% True False 69,427
20 53.09 44.49 8.60 18.1% 1.41 3.0% 34% False False 60,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 53.64
2.618 51.56
1.618 50.29
1.000 49.51
0.618 49.02
HIGH 48.24
0.618 47.75
0.500 47.61
0.382 47.46
LOW 46.97
0.618 46.19
1.000 45.70
1.618 44.92
2.618 43.65
4.250 41.57
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 47.61 47.08
PP 47.55 46.72
S1 47.50 46.37

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

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