NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 50.04 50.77 0.73 1.5% 49.57
High 50.78 51.93 1.15 2.3% 51.60
Low 49.76 50.69 0.93 1.9% 49.15
Close 50.29 51.60 1.31 2.6% 50.35
Range 1.02 1.24 0.22 21.6% 2.45
ATR 1.46 1.47 0.01 0.9% 0.00
Volume 192,803 132,427 -60,376 -31.3% 3,245,669
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 55.13 54.60 52.28
R3 53.89 53.36 51.94
R2 52.65 52.65 51.83
R1 52.12 52.12 51.71 52.39
PP 51.41 51.41 51.41 51.54
S1 50.88 50.88 51.49 51.15
S2 50.17 50.17 51.37
S3 48.93 49.64 51.26
S4 47.69 48.40 50.92
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.72 56.48 51.70
R3 55.27 54.03 51.02
R2 52.82 52.82 50.80
R1 51.58 51.58 50.57 52.20
PP 50.37 50.37 50.37 50.68
S1 49.13 49.13 50.13 49.75
S2 47.92 47.92 49.90
S3 45.47 46.68 49.68
S4 43.02 44.23 49.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.93 49.36 2.57 5.0% 1.17 2.3% 87% True False 400,812
10 51.93 49.15 2.78 5.4% 1.34 2.6% 88% True False 515,634
20 51.93 44.19 7.74 15.0% 1.47 2.9% 96% True False 562,684
40 51.93 43.06 8.87 17.2% 1.49 2.9% 96% True False 419,885
60 51.93 40.77 11.16 21.6% 1.50 2.9% 97% True False 305,291
80 51.93 40.77 11.16 21.6% 1.53 3.0% 97% True False 237,611
100 53.39 40.77 12.62 24.5% 1.51 2.9% 86% False False 193,804
120 53.39 40.77 12.62 24.5% 1.48 2.9% 86% False False 164,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.20
2.618 55.18
1.618 53.94
1.000 53.17
0.618 52.70
HIGH 51.93
0.618 51.46
0.500 51.31
0.382 51.16
LOW 50.69
0.618 49.92
1.000 49.45
1.618 48.68
2.618 47.44
4.250 45.42
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 51.50 51.30
PP 51.41 51.00
S1 51.31 50.70

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

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