NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 53.87 54.20 0.33 0.6% 53.29
High 54.09 55.24 1.15 2.1% 54.37
Low 53.41 52.11 -1.30 -2.4% 53.03
Close 53.72 52.33 -1.39 -2.6% 53.72
Range 0.68 3.13 2.45 360.3% 1.34
ATR 1.37 1.49 0.13 9.2% 0.00
Volume 271,094 727,793 456,699 168.5% 1,231,129
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 62.62 60.60 54.05
R3 59.49 57.47 53.19
R2 56.36 56.36 52.90
R1 54.34 54.34 52.62 53.79
PP 53.23 53.23 53.23 52.95
S1 51.21 51.21 52.04 50.66
S2 50.10 50.10 51.76
S3 46.97 48.08 51.47
S4 43.84 44.95 50.61
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 55.24 52.11 3.13 6.0% 1.29 2.5% 7% True True 391,784
10 55.24 52.08 3.16 6.0% 1.20 2.3% 8% True False 400,871
20 55.44 50.76 4.68 8.9% 1.33 2.5% 34% False False 365,482
40 55.44 43.73 11.71 22.4% 1.61 3.1% 73% False False 253,212
60 55.44 43.73 11.71 22.4% 1.50 2.9% 73% False False 186,202
80 55.44 43.73 11.71 22.4% 1.48 2.8% 73% False False 146,135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 68.54
2.618 63.43
1.618 60.30
1.000 58.37
0.618 57.17
HIGH 55.24
0.618 54.04
0.500 53.68
0.382 53.31
LOW 52.11
0.618 50.18
1.000 48.98
1.618 47.05
2.618 43.92
4.250 38.81
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 53.68 53.68
PP 53.23 53.23
S1 52.78 52.78

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

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