NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 47.02 48.08 1.06 2.3% 45.60
High 47.93 50.06 2.13 4.4% 48.43
Low 46.71 47.97 1.26 2.7% 44.49
Close 47.85 49.82 1.97 4.1% 47.85
Range 1.22 2.09 0.87 71.3% 3.94
ATR 1.47 1.52 0.05 3.6% 0.00
Volume 66,376 100,343 33,967 51.2% 340,157
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 55.55 54.78 50.97
R3 53.46 52.69 50.39
R2 51.37 51.37 50.20
R1 50.60 50.60 50.01 50.99
PP 49.28 49.28 49.28 49.48
S1 48.51 48.51 49.63 48.90
S2 47.19 47.19 49.44
S3 45.10 46.42 49.25
S4 43.01 44.33 48.67
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.74 57.24 50.02
R3 54.80 53.30 48.93
R2 50.86 50.86 48.57
R1 49.36 49.36 48.21 50.11
PP 46.92 46.92 46.92 47.30
S1 45.42 45.42 47.49 46.17
S2 42.98 42.98 47.13
S3 39.04 41.48 46.77
S4 35.10 37.54 45.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.06 45.54 4.52 9.1% 1.71 3.4% 95% True False 71,412
10 50.06 44.49 5.57 11.2% 1.66 3.3% 96% True False 76,140
20 52.74 44.49 8.25 16.6% 1.49 3.0% 65% False False 64,455
40 53.68 44.49 9.19 18.4% 1.39 2.8% 58% False False 52,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.37
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.94
2.618 55.53
1.618 53.44
1.000 52.15
0.618 51.35
HIGH 50.06
0.618 49.26
0.500 49.02
0.382 48.77
LOW 47.97
0.618 46.68
1.000 45.88
1.618 44.59
2.618 42.50
4.250 39.09
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 49.55 49.34
PP 49.28 48.86
S1 49.02 48.39

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

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