NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 50.59 49.57 -1.02 -2.0% 48.04
High 50.74 51.60 0.86 1.7% 50.74
Low 49.40 49.15 -0.25 -0.5% 47.78
Close 49.81 51.35 1.54 3.1% 49.81
Range 1.34 2.45 1.11 82.8% 2.96
ATR 1.55 1.62 0.06 4.1% 0.00
Volume 618,809 686,070 67,261 10.9% 2,658,525
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.05 57.15 52.70
R3 55.60 54.70 52.02
R2 53.15 53.15 51.80
R1 52.25 52.25 51.57 52.70
PP 50.70 50.70 50.70 50.93
S1 49.80 49.80 51.13 50.25
S2 48.25 48.25 50.90
S3 45.80 47.35 50.68
S4 43.35 44.90 50.00
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.32 57.03 51.44
R3 55.36 54.07 50.62
R2 52.40 52.40 50.35
R1 51.11 51.11 50.08 51.76
PP 49.44 49.44 49.44 49.77
S1 48.15 48.15 49.54 48.80
S2 46.48 46.48 49.27
S3 43.52 45.19 49.00
S4 40.56 42.23 48.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.60 48.26 3.34 6.5% 1.39 2.7% 93% True False 577,314
10 51.60 44.19 7.41 14.4% 1.61 3.1% 97% True False 618,295
20 51.60 43.06 8.54 16.6% 1.51 2.9% 97% True False 561,475
40 51.60 43.06 8.54 16.6% 1.53 3.0% 97% True False 351,732
60 51.60 40.77 10.83 21.1% 1.51 2.9% 98% True False 254,050
80 52.00 40.77 11.23 21.9% 1.59 3.1% 94% False False 198,240
100 53.39 40.77 12.62 24.6% 1.50 2.9% 84% False False 161,670
120 53.39 40.77 12.62 24.6% 1.48 2.9% 84% False False 137,289
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 62.01
2.618 58.01
1.618 55.56
1.000 54.05
0.618 53.11
HIGH 51.60
0.618 50.66
0.500 50.38
0.382 50.09
LOW 49.15
0.618 47.64
1.000 46.70
1.618 45.19
2.618 42.74
4.250 38.74
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 51.03 51.03
PP 50.70 50.70
S1 50.38 50.38

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

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