NYMEX Light Sweet Crude Oil Future March 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 47.50 48.69 1.19 2.5% 48.08
High 49.42 48.69 -0.73 -1.5% 50.82
Low 46.99 46.62 -0.37 -0.8% 47.73
Close 48.86 47.00 -1.86 -3.8% 47.90
Range 2.43 2.07 -0.36 -14.8% 3.09
ATR 1.62 1.66 0.04 2.7% 0.00
Volume 89,331 85,253 -4,078 -4.6% 319,880
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 53.65 52.39 48.14
R3 51.58 50.32 47.57
R2 49.51 49.51 47.38
R1 48.25 48.25 47.19 47.85
PP 47.44 47.44 47.44 47.23
S1 46.18 46.18 46.81 45.78
S2 45.37 45.37 46.62
S3 43.30 44.11 46.43
S4 41.23 42.04 45.86
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 46.62 4.20 8.9% 1.91 4.1% 9% False True 78,824
10 50.82 45.54 5.28 11.2% 1.81 3.8% 28% False False 75,118
20 50.82 44.49 6.33 13.5% 1.62 3.4% 40% False False 72,882
40 53.68 44.49 9.19 19.6% 1.41 3.0% 27% False False 58,139
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 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.49
2.618 54.11
1.618 52.04
1.000 50.76
0.618 49.97
HIGH 48.69
0.618 47.90
0.500 47.66
0.382 47.41
LOW 46.62
0.618 45.34
1.000 44.55
1.618 43.27
2.618 41.20
4.250 37.82
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 47.66 48.29
PP 47.44 47.86
S1 47.22 47.43

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

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