NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 50.79 51.10 0.31 0.6% 52.58
High 51.48 52.08 0.60 1.2% 54.51
Low 49.95 50.50 0.55 1.1% 49.95
Close 50.90 51.90 1.00 2.0% 51.90
Range 1.53 1.58 0.05 3.3% 4.56
ATR 1.81 1.80 -0.02 -0.9% 0.00
Volume 551,759 252,567 -299,192 -54.2% 2,967,704
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.23 55.65 52.77
R3 54.65 54.07 52.33
R2 53.07 53.07 52.19
R1 52.49 52.49 52.04 52.78
PP 51.49 51.49 51.49 51.64
S1 50.91 50.91 51.76 51.20
S2 49.91 49.91 51.61
S3 48.33 49.33 51.47
S4 46.75 47.75 51.03
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 65.80 63.41 54.41
R3 61.24 58.85 53.15
R2 56.68 56.68 52.74
R1 54.29 54.29 52.32 53.21
PP 52.12 52.12 52.12 51.58
S1 49.73 49.73 51.48 48.65
S2 47.56 47.56 51.06
S3 43.00 45.17 50.65
S4 38.44 40.61 49.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.51 49.95 4.56 8.8% 1.72 3.3% 43% False False 593,540
10 54.51 49.61 4.90 9.4% 1.51 2.9% 47% False False 646,021
20 54.51 44.82 9.69 18.7% 1.88 3.6% 73% False False 702,754
40 54.51 42.95 11.56 22.3% 1.68 3.2% 77% False False 477,807
60 54.51 42.95 11.56 22.3% 1.60 3.1% 77% False False 350,551
80 54.51 42.95 11.56 22.3% 1.56 3.0% 77% False False 272,758
100 54.51 42.34 12.17 23.4% 1.54 3.0% 79% False False 222,929
120 54.51 42.34 12.17 23.4% 1.54 3.0% 79% False False 188,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.80
2.618 56.22
1.618 54.64
1.000 53.66
0.618 53.06
HIGH 52.08
0.618 51.48
0.500 51.29
0.382 51.10
LOW 50.50
0.618 49.52
1.000 48.92
1.618 47.94
2.618 46.36
4.250 43.79
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 51.70 51.72
PP 51.49 51.54
S1 51.29 51.37

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

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