NYMEX Light Sweet Crude Oil Future November 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 50.77 51.40 0.63 1.2% 49.57
High 51.93 51.58 -0.35 -0.7% 51.60
Low 50.69 50.25 -0.44 -0.9% 49.15
Close 51.60 50.43 -1.17 -2.3% 50.35
Range 1.24 1.33 0.09 7.3% 2.45
ATR 1.47 1.46 -0.01 -0.6% 0.00
Volume 132,427 18,336 -114,091 -86.2% 3,245,669
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 54.74 53.92 51.16
R3 53.41 52.59 50.80
R2 52.08 52.08 50.67
R1 51.26 51.26 50.55 51.01
PP 50.75 50.75 50.75 50.63
S1 49.93 49.93 50.31 49.68
S2 49.42 49.42 50.19
S3 48.09 48.60 50.06
S4 46.76 47.27 49.70
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 49.47 2.46 4.9% 1.19 2.4% 39% False False 256,344
10 51.93 49.15 2.78 5.5% 1.34 2.7% 46% False False 462,676
20 51.93 44.19 7.74 15.3% 1.49 2.9% 81% False False 537,517
40 51.93 43.06 8.87 17.6% 1.49 3.0% 83% False False 417,163
60 51.93 40.77 11.16 22.1% 1.49 3.0% 87% False False 304,846
80 51.93 40.77 11.16 22.1% 1.52 3.0% 87% False False 237,474
100 53.39 40.77 12.62 25.0% 1.51 3.0% 77% False False 193,903
120 53.39 40.77 12.62 25.0% 1.48 2.9% 77% False False 164,197
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 0.34
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.23
2.618 55.06
1.618 53.73
1.000 52.91
0.618 52.40
HIGH 51.58
0.618 51.07
0.500 50.92
0.382 50.76
LOW 50.25
0.618 49.43
1.000 48.92
1.618 48.10
2.618 46.77
4.250 44.60
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 50.92 50.85
PP 50.75 50.71
S1 50.59 50.57

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

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