NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	47.85	51.67	3.82	8.0%	48.69
High	52.32	54.10	1.78	3.4%	51.49
Low	47.85	51.52	3.67	7.7%	48.45
Close	51.89	53.44	1.55	3.0%	48.62
Range	4.47	2.58	-1.89	-42.3%	3.04
ATR	1.89	1.94	0.05	2.6%	0.00
Volume	100,527	87,997	-12,530	-12.5%	166,861

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.76	59.68	54.86
R3	58.18	57.10	54.15
R2	55.60	55.60	53.91
R1	54.52	54.52	53.68	55.06
PP	53.02	53.02	53.02	53.29
S1	51.94	51.94	53.20	52.48
S2	50.44	50.44	52.97
S3	47.86	49.36	52.73
S4	45.28	46.78	52.02

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.64	56.67	50.29
R3	55.60	53.63	49.46
R2	52.56	52.56	49.18
R1	50.59	50.59	48.90	50.06
PP	49.52	49.52	49.52	49.25
S1	47.55	47.55	48.34	47.02
S2	46.48	46.48	48.06
S3	43.44	44.51	47.78
S4	40.40	41.47	46.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.10	47.34	6.76	12.6%	2.74	5.1%	90%	True	False	57,032
10	54.10	47.34	6.76	12.6%	2.10	3.9%	90%	True	False	49,922
20	54.10	45.18	8.92	16.7%	1.80	3.4%	93%	True	False	43,136

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	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	65.07
2.618	60.85
1.618	58.27
1.000	56.68
0.618	55.69
HIGH	54.10
0.618	53.11
0.500	52.81
0.382	52.51
LOW	51.52
0.618	49.93
1.000	48.94
1.618	47.35
2.618	44.77
4.250	40.56

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	53.23	52.53
PP	53.02	51.63
S1	52.81	50.72

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