NYMEX Light Sweet Crude Oil Future February 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 47.24 49.24 2.00 4.2% 44.75
High 49.28 50.02 0.74 1.5% 47.77
Low 47.24 48.09 0.85 1.8% 43.73
Close 49.03 48.93 -0.10 -0.2% 47.11
Range 2.04 1.93 -0.11 -5.4% 4.04
ATR 1.55 1.58 0.03 1.8% 0.00
Volume 168,213 201,329 33,116 19.7% 478,774
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 54.80 53.80 49.99
R3 52.87 51.87 49.46
R2 50.94 50.94 49.28
R1 49.94 49.94 49.11 49.48
PP 49.01 49.01 49.01 48.78
S1 48.01 48.01 48.75 47.55
S2 47.08 47.08 48.58
S3 45.15 46.08 48.40
S4 43.22 44.15 47.87
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.32 56.76 49.33
R3 54.28 52.72 48.22
R2 50.24 50.24 47.85
R1 48.68 48.68 47.48 49.46
PP 46.20 46.20 46.20 46.60
S1 44.64 44.64 46.74 45.42
S2 42.16 42.16 46.37
S3 38.12 40.60 46.00
S4 34.08 36.56 44.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.02 45.94 4.08 8.3% 1.62 3.3% 73% True False 127,534
10 50.02 43.73 6.29 12.9% 1.78 3.6% 83% True False 115,230
20 51.27 43.73 7.54 15.4% 1.54 3.1% 69% False False 92,514
40 53.26 43.73 9.53 19.5% 1.43 2.9% 55% False False 65,879
60 53.26 43.73 9.53 19.5% 1.46 3.0% 55% False False 51,493
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.22
2.618 55.07
1.618 53.14
1.000 51.95
0.618 51.21
HIGH 50.02
0.618 49.28
0.500 49.06
0.382 48.83
LOW 48.09
0.618 46.90
1.000 46.16
1.618 44.97
2.618 43.04
4.250 39.89
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 49.06 48.61
PP 49.01 48.30
S1 48.97 47.98

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

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