NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 50.48 50.48 0.00 0.0% 51.58
High 51.27 51.25 -0.02 0.0% 53.14
Low 50.14 50.32 0.18 0.4% 50.97
Close 50.45 50.94 0.49 1.0% 52.00
Range 1.13 0.93 -0.20 -17.7% 2.17
ATR 1.34 1.31 -0.03 -2.2% 0.00
Volume 68,310 40,419 -27,891 -40.8% 214,575
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 53.63 53.21 51.45
R3 52.70 52.28 51.20
R2 51.77 51.77 51.11
R1 51.35 51.35 51.03 51.56
PP 50.84 50.84 50.84 50.94
S1 50.42 50.42 50.85 50.63
S2 49.91 49.91 50.77
S3 48.98 49.49 50.68
S4 48.05 48.56 50.43
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 58.55 57.44 53.19
R3 56.38 55.27 52.60
R2 54.21 54.21 52.40
R1 53.10 53.10 52.20 53.66
PP 52.04 52.04 52.04 52.31
S1 50.93 50.93 51.80 51.49
S2 49.87 49.87 51.60
S3 47.70 48.76 51.40
S4 45.53 46.59 50.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.15 50.14 2.01 3.9% 1.14 2.2% 40% False False 57,988
10 53.14 50.14 3.00 5.9% 1.11 2.2% 27% False False 48,480
20 53.26 48.73 4.53 8.9% 1.18 2.3% 49% False False 41,601
40 53.26 45.12 8.14 16.0% 1.39 2.7% 71% False False 32,687
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.20
2.618 53.68
1.618 52.75
1.000 52.18
0.618 51.82
HIGH 51.25
0.618 50.89
0.500 50.79
0.382 50.68
LOW 50.32
0.618 49.75
1.000 49.39
1.618 48.82
2.618 47.89
4.250 46.37
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 50.89 51.15
PP 50.84 51.08
S1 50.79 51.01

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

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