NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 46.66 47.85 1.19 2.6% 47.24
High 48.55 47.86 -0.69 -1.4% 50.02
Low 46.08 45.74 -0.34 -0.7% 46.82
Close 47.99 46.13 -1.86 -3.9% 47.00
Range 2.47 2.12 -0.35 -14.2% 3.20
ATR 1.65 1.69 0.04 2.6% 0.00
Volume 152,438 198,019 45,581 29.9% 556,302
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 52.94 51.65 47.30
R3 50.82 49.53 46.71
R2 48.70 48.70 46.52
R1 47.41 47.41 46.32 47.00
PP 46.58 46.58 46.58 46.37
S1 45.29 45.29 45.94 44.88
S2 44.46 44.46 45.74
S3 42.34 43.17 45.55
S4 40.22 41.05 44.96
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.55 55.47 48.76
R3 54.35 52.27 47.88
R2 51.15 51.15 47.59
R1 49.07 49.07 47.29 48.51
PP 47.95 47.95 47.95 47.67
S1 45.87 45.87 46.71 45.31
S2 44.75 44.75 46.41
S3 41.55 42.67 46.12
S4 38.35 39.47 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.02 45.74 4.28 9.3% 1.96 4.3% 9% False True 147,709
10 50.02 44.84 5.18 11.2% 1.85 4.0% 25% False False 128,029
20 50.02 43.73 6.29 13.6% 1.66 3.6% 38% False False 108,139
40 53.26 43.73 9.53 20.7% 1.44 3.1% 25% False False 76,430
60 53.26 43.73 9.53 20.7% 1.48 3.2% 25% False False 59,193
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.87
2.618 53.41
1.618 51.29
1.000 49.98
0.618 49.17
HIGH 47.86
0.618 47.05
0.500 46.80
0.382 46.55
LOW 45.74
0.618 44.43
1.000 43.62
1.618 42.31
2.618 40.19
4.250 36.73
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 46.80 47.44
PP 46.58 47.00
S1 46.35 46.57

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

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