NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 46.60 48.37 1.77 3.8% 43.90
High 48.51 49.20 0.69 1.4% 47.12
Low 46.46 47.17 0.71 1.5% 42.95
Close 48.24 48.03 -0.21 -0.4% 46.36
Range 2.05 2.03 -0.02 -1.0% 4.17
ATR 1.57 1.60 0.03 2.1% 0.00
Volume 665,326 826,208 160,882 24.2% 2,356,887
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.22 53.16 49.15
R3 52.19 51.13 48.59
R2 50.16 50.16 48.40
R1 49.10 49.10 48.22 48.62
PP 48.13 48.13 48.13 47.89
S1 47.07 47.07 47.84 46.59
S2 46.10 46.10 47.66
S3 44.07 45.04 47.47
S4 42.04 43.01 46.91
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.99 56.34 48.65
R3 53.82 52.17 47.51
R2 49.65 49.65 47.12
R1 48.00 48.00 46.74 48.83
PP 45.48 45.48 45.48 45.89
S1 43.83 43.83 45.98 44.66
S2 41.31 41.31 45.60
S3 37.14 39.66 45.21
S4 32.97 35.49 44.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.20 45.18 4.02 8.4% 1.67 3.5% 71% True False 612,394
10 49.20 42.95 6.25 13.0% 1.82 3.8% 81% True False 487,367
20 50.69 42.95 7.74 16.1% 1.56 3.3% 66% False False 336,804
40 52.74 42.95 9.79 20.4% 1.46 3.0% 52% False False 224,261
60 52.74 42.95 9.79 20.4% 1.50 3.1% 52% False False 164,086
80 52.74 42.34 10.40 21.7% 1.47 3.1% 55% False False 129,284
100 52.74 42.34 10.40 21.7% 1.48 3.1% 55% False False 106,829
120 53.72 42.34 11.38 23.7% 1.46 3.0% 50% False False 90,814
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.83
2.618 54.51
1.618 52.48
1.000 51.23
0.618 50.45
HIGH 49.20
0.618 48.42
0.500 48.19
0.382 47.95
LOW 47.17
0.618 45.92
1.000 45.14
1.618 43.89
2.618 41.86
4.250 38.54
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 48.19 47.75
PP 48.13 47.47
S1 48.08 47.19

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

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