NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	46.86	47.51	0.65	1.4%	50.14
High	47.97	47.89	-0.08	-0.2%	50.49
Low	45.20	46.50	1.30	2.9%	45.48
Close	47.40	46.88	-0.52	-1.1%	45.92
Range	2.77	1.39	-1.38	-49.8%	5.01
ATR	1.41	1.41	0.00	-0.1%	0.00
Volume	98,278	87,953	-10,325	-10.5%	291,604

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.26	50.46	47.64
R3	49.87	49.07	47.26
R2	48.48	48.48	47.13
R1	47.68	47.68	47.01	47.39
PP	47.09	47.09	47.09	46.94
S1	46.29	46.29	46.75	46.00
S2	45.70	45.70	46.63
S3	44.31	44.90	46.50
S4	42.92	43.51	46.12

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.33	59.13	48.68
R3	57.32	54.12	47.30
R2	52.31	52.31	46.84
R1	49.11	49.11	46.38	48.21
PP	47.30	47.30	47.30	46.84
S1	44.10	44.10	45.46	43.20
S2	42.29	42.29	45.00
S3	37.28	39.09	44.54
S4	32.27	34.08	43.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.97	45.20	2.77	5.9%	1.46	3.1%	61%	False	False	75,388
10	51.55	45.20	6.35	13.5%	1.48	3.2%	26%	False	False	64,773
20	53.57	45.20	8.37	17.9%	1.28	2.7%	20%	False	False	54,284

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.80
2.618	51.53
1.618	50.14
1.000	49.28
0.618	48.75
HIGH	47.89
0.618	47.36
0.500	47.20
0.382	47.03
LOW	46.50
0.618	45.64
1.000	45.11
1.618	44.25
2.618	42.86
4.250	40.59

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	47.20	46.78
PP	47.09	46.68
S1	46.99	46.59

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