NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 48.69 47.07 -1.62 -3.3% 48.08
High 48.69 51.66 2.97 6.1% 50.82
Low 46.62 47.03 0.41 0.9% 47.73
Close 47.00 51.21 4.21 9.0% 47.90
Range 2.07 4.63 2.56 123.7% 3.09
ATR 1.66 1.88 0.21 12.9% 0.00
Volume 85,253 224,620 139,367 163.5% 319,880
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 63.86 62.16 53.76
R3 59.23 57.53 52.48
R2 54.60 54.60 52.06
R1 52.90 52.90 51.63 53.75
PP 49.97 49.97 49.97 50.39
S1 48.27 48.27 50.79 49.12
S2 45.34 45.34 50.36
S3 40.71 43.64 49.94
S4 36.08 39.01 48.66
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.09 56.08 49.60
R3 55.00 52.99 48.75
R2 51.91 51.91 48.47
R1 49.90 49.90 48.18 49.36
PP 48.82 48.82 48.82 48.55
S1 46.81 46.81 47.62 46.27
S2 45.73 45.73 47.33
S3 42.64 43.72 47.05
S4 39.55 40.63 46.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.66 46.62 5.04 9.8% 2.46 4.8% 91% True False 100,507
10 51.66 46.62 5.04 9.8% 2.02 3.9% 91% True False 90,631
20 51.66 44.49 7.17 14.0% 1.79 3.5% 94% True False 79,867
40 53.68 44.49 9.19 17.9% 1.50 2.9% 73% False False 63,100
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 0.33
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 71.34
2.618 63.78
1.618 59.15
1.000 56.29
0.618 54.52
HIGH 51.66
0.618 49.89
0.500 49.35
0.382 48.80
LOW 47.03
0.618 44.17
1.000 42.40
1.618 39.54
2.618 34.91
4.250 27.35
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 50.59 50.52
PP 49.97 49.83
S1 49.35 49.14

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

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