NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 53.66 53.87 0.21 0.4% 53.29
High 54.21 54.09 -0.12 -0.2% 54.37
Low 53.46 53.41 -0.05 -0.1% 53.03
Close 53.77 53.72 -0.05 -0.1% 53.72
Range 0.75 0.68 -0.07 -9.3% 1.34
ATR 1.42 1.37 -0.05 -3.7% 0.00
Volume 360,194 271,094 -89,100 -24.7% 1,231,129
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.78 55.43 54.09
R3 55.10 54.75 53.91
R2 54.42 54.42 53.84
R1 54.07 54.07 53.78 53.91
PP 53.74 53.74 53.74 53.66
S1 53.39 53.39 53.66 53.23
S2 53.06 53.06 53.60
S3 52.38 52.71 53.53
S4 51.70 52.03 53.35
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.73 57.06 54.46
R3 56.39 55.72 54.09
R2 55.05 55.05 53.97
R1 54.38 54.38 53.84 54.72
PP 53.71 53.71 53.71 53.87
S1 53.04 53.04 53.60 53.38
S2 52.37 52.37 53.47
S3 51.03 51.70 53.35
S4 49.69 50.36 52.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.37 52.26 2.11 3.9% 0.87 1.6% 69% False False 303,259
10 54.37 51.57 2.80 5.2% 1.04 1.9% 77% False False 369,445
20 55.44 50.76 4.68 8.7% 1.25 2.3% 63% False False 338,138
40 55.44 43.73 11.71 21.8% 1.57 2.9% 85% False False 236,119
60 55.44 43.73 11.71 21.8% 1.47 2.7% 85% False False 174,488
80 55.44 43.73 11.71 21.8% 1.46 2.7% 85% False False 137,336
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 86 trading days
Fibonacci Retracements and Extensions
4.250 56.98
2.618 55.87
1.618 55.19
1.000 54.77
0.618 54.51
HIGH 54.09
0.618 53.83
0.500 53.75
0.382 53.67
LOW 53.41
0.618 52.99
1.000 52.73
1.618 52.31
2.618 51.63
4.250 50.52
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 53.75 53.89
PP 53.74 53.83
S1 53.73 53.78

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

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