NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 24-Oct-2016

Day Change Summary
	Previous	Current
	21-Oct-2016	24-Oct-2016	Change	Change %	Previous Week
Open	52.15	52.62	0.47	0.9%	52.14
High	52.66	52.66	0.00	0.0%	53.57
Low	51.85	51.46	-0.39	-0.8%	51.43
Close	52.54	52.35	-0.19	-0.4%	52.54
Range	0.81	1.20	0.39	48.1%	2.14
ATR	1.33	1.32	-0.01	-0.7%	0.00
Volume	47,724	55,318	7,594	15.9%	196,510

Daily Pivots for day following 24-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.76	55.25	53.01
R3	54.56	54.05	52.68
R2	53.36	53.36	52.57
R1	52.85	52.85	52.46	52.51
PP	52.16	52.16	52.16	51.98
S1	51.65	51.65	52.24	51.31
S2	50.96	50.96	52.13
S3	49.76	50.45	52.02
S4	48.56	49.25	51.69

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.93	57.88	53.72
R3	56.79	55.74	53.13
R2	54.65	54.65	52.93
R1	53.60	53.60	52.74	54.13
PP	52.51	52.51	52.51	52.78
S1	51.46	51.46	52.34	51.99
S2	50.37	50.37	52.15
S3	48.23	49.32	51.95
S4	46.09	47.18	51.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.57	51.46	2.11	4.0%	1.02	2.0%	42%	False	True	45,294
10	53.57	51.22	2.35	4.5%	1.05	2.0%	48%	False	False	42,963
20	53.68	46.50	7.18	13.7%	1.30	2.5%	81%	False	False	40,577

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	57.76
2.618	55.80
1.618	54.60
1.000	53.86
0.618	53.40
HIGH	52.66
0.618	52.20
0.500	52.06
0.382	51.92
LOW	51.46
0.618	50.72
1.000	50.26
1.618	49.52
2.618	48.32
4.250	46.36

Fisher Pivots for day following 24-Oct-2016
Pivot	1 day	3 day
R1	52.25	52.33
PP	52.16	52.30
S1	52.06	52.28

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols