NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 49.86 50.20 0.34 0.7% 51.45
High 50.67 50.42 -0.25 -0.5% 51.56
Low 49.68 49.06 -0.62 -1.2% 49.06
Close 50.34 49.33 -1.01 -2.0% 49.33
Range 0.99 1.36 0.37 37.4% 2.50
ATR 1.34 1.34 0.00 0.1% 0.00
Volume 115,070 105,378 -9,692 -8.4% 664,482
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.68 52.87 50.08
R3 52.32 51.51 49.70
R2 50.96 50.96 49.58
R1 50.15 50.15 49.45 49.88
PP 49.60 49.60 49.60 49.47
S1 48.79 48.79 49.21 48.52
S2 48.24 48.24 49.08
S3 46.88 47.43 48.96
S4 45.52 46.07 48.58
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 57.48 55.91 50.71
R3 54.98 53.41 50.02
R2 52.48 52.48 49.79
R1 50.91 50.91 49.56 50.45
PP 49.98 49.98 49.98 49.75
S1 48.41 48.41 49.10 47.95
S2 47.48 47.48 48.87
S3 44.98 45.91 48.64
S4 42.48 43.41 47.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.56 49.06 2.50 5.1% 1.29 2.6% 11% False True 132,896
10 52.68 49.06 3.62 7.3% 1.17 2.4% 7% False True 125,238
20 52.74 48.93 3.81 7.7% 1.22 2.5% 10% False False 118,833
40 52.74 44.46 8.28 16.8% 1.42 2.9% 59% False False 84,074
60 52.74 44.02 8.72 17.7% 1.41 2.9% 61% False False 65,277
80 52.74 42.34 10.40 21.1% 1.40 2.8% 67% False False 53,250
100 53.72 42.34 11.38 23.1% 1.45 2.9% 61% False False 44,918
120 53.72 42.34 11.38 23.1% 1.38 2.8% 61% False False 38,503
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.20
2.618 53.98
1.618 52.62
1.000 51.78
0.618 51.26
HIGH 50.42
0.618 49.90
0.500 49.74
0.382 49.58
LOW 49.06
0.618 48.22
1.000 47.70
1.618 46.86
2.618 45.50
4.250 43.28
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 49.74 49.88
PP 49.60 49.69
S1 49.47 49.51

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

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