NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 49.75 47.50 -2.25 -4.5% 48.08
High 49.95 49.42 -0.53 -1.1% 50.82
Low 47.73 46.99 -0.74 -1.6% 47.73
Close 47.90 48.86 0.96 2.0% 47.90
Range 2.22 2.43 0.21 9.5% 3.09
ATR 1.56 1.62 0.06 4.0% 0.00
Volume 36,912 89,331 52,419 142.0% 319,880
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 55.71 54.72 50.20
R3 53.28 52.29 49.53
R2 50.85 50.85 49.31
R1 49.86 49.86 49.08 50.36
PP 48.42 48.42 48.42 48.67
S1 47.43 47.43 48.64 47.93
S2 45.99 45.99 48.41
S3 43.56 45.00 48.19
S4 41.13 42.57 47.52
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.09 56.08 49.60
R3 55.00 52.99 48.75
R2 51.91 51.91 48.47
R1 49.90 49.90 48.18 49.36
PP 48.82 48.82 48.82 48.55
S1 46.81 46.81 47.62 46.27
S2 45.73 45.73 47.33
S3 42.64 43.72 47.05
S4 39.55 40.63 46.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.82 46.99 3.83 7.8% 1.91 3.9% 49% False True 81,842
10 50.82 44.49 6.33 13.0% 1.74 3.6% 69% False False 74,936
20 50.82 44.49 6.33 13.0% 1.62 3.3% 69% False False 70,837
40 53.68 44.49 9.19 18.8% 1.39 2.8% 48% False False 56,703
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 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 59.75
2.618 55.78
1.618 53.35
1.000 51.85
0.618 50.92
HIGH 49.42
0.618 48.49
0.500 48.21
0.382 47.92
LOW 46.99
0.618 45.49
1.000 44.56
1.618 43.06
2.618 40.63
4.250 36.66
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 48.64 48.76
PP 48.42 48.66
S1 48.21 48.57

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

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