NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 45.25 45.00 -0.25 -0.6% 48.95
High 45.46 45.59 0.13 0.3% 49.36
Low 44.16 44.68 0.52 1.2% 44.16
Close 44.65 45.47 0.82 1.8% 44.65
Range 1.30 0.91 -0.39 -30.0% 5.20
ATR 1.41 1.37 -0.03 -2.4% 0.00
Volume 210,399 257,429 47,030 22.4% 946,276
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 47.98 47.63 45.97
R3 47.07 46.72 45.72
R2 46.16 46.16 45.64
R1 45.81 45.81 45.55 45.99
PP 45.25 45.25 45.25 45.33
S1 44.90 44.90 45.39 45.08
S2 44.34 44.34 45.30
S3 43.43 43.99 45.22
S4 42.52 43.08 44.97
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 61.66 58.35 47.51
R3 56.46 53.15 46.08
R2 51.26 51.26 45.60
R1 47.95 47.95 45.13 47.01
PP 46.06 46.06 46.06 45.58
S1 42.75 42.75 44.17 41.81
S2 40.86 40.86 43.70
S3 35.66 37.55 43.22
S4 30.46 32.35 41.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.97 44.16 3.81 8.4% 1.29 2.8% 34% False False 207,835
10 51.55 44.16 7.39 16.3% 1.37 3.0% 18% False False 168,301
20 52.68 44.16 8.52 18.7% 1.25 2.7% 15% False False 153,209
40 52.74 44.16 8.58 18.9% 1.35 3.0% 15% False False 109,385
60 52.74 44.16 8.58 18.9% 1.40 3.1% 15% False False 82,827
80 52.74 42.34 10.40 22.9% 1.40 3.1% 30% False False 66,671
100 52.74 42.34 10.40 22.9% 1.47 3.2% 30% False False 56,380
120 53.72 42.34 11.38 25.0% 1.39 3.1% 28% False False 48,157
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.34
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 49.46
2.618 47.97
1.618 47.06
1.000 46.50
0.618 46.15
HIGH 45.59
0.618 45.24
0.500 45.14
0.382 45.03
LOW 44.68
0.618 44.12
1.000 43.77
1.618 43.21
2.618 42.30
4.250 40.81
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 45.36 45.42
PP 45.25 45.38
S1 45.14 45.33

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

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