NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 49.57 51.10 1.53 3.1% 48.04
High 51.60 51.54 -0.06 -0.1% 50.74
Low 49.15 50.39 1.24 2.5% 47.78
Close 51.35 50.79 -0.56 -1.1% 49.81
Range 2.45 1.15 -1.30 -53.1% 2.96
ATR 1.62 1.59 -0.03 -2.1% 0.00
Volume 686,070 765,608 79,538 11.6% 2,658,525
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.36 53.72 51.42
R3 53.21 52.57 51.11
R2 52.06 52.06 51.00
R1 51.42 51.42 50.90 51.17
PP 50.91 50.91 50.91 50.78
S1 50.27 50.27 50.68 50.02
S2 49.76 49.76 50.58
S3 48.61 49.12 50.47
S4 47.46 47.97 50.16
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 49.10 2.50 4.9% 1.42 2.8% 68% False False 627,694
10 51.60 44.35 7.25 14.3% 1.54 3.0% 89% False False 631,780
20 51.60 43.06 8.54 16.8% 1.50 3.0% 91% False False 583,782
40 51.60 43.06 8.54 16.8% 1.52 3.0% 91% False False 369,215
60 51.60 40.77 10.83 21.3% 1.50 3.0% 93% False False 266,473
80 52.00 40.77 11.23 22.1% 1.58 3.1% 89% False False 207,595
100 53.39 40.77 12.62 24.8% 1.50 3.0% 79% False False 169,251
120 53.39 40.77 12.62 24.8% 1.48 2.9% 79% False False 143,511
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 56.43
2.618 54.55
1.618 53.40
1.000 52.69
0.618 52.25
HIGH 51.54
0.618 51.10
0.500 50.97
0.382 50.83
LOW 50.39
0.618 49.68
1.000 49.24
1.618 48.53
2.618 47.38
4.250 45.50
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 50.97 50.65
PP 50.91 50.51
S1 50.85 50.38

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

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