NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 54.20 52.49 -1.71 -3.2% 53.29
High 55.24 53.43 -1.81 -3.3% 54.37
Low 52.11 52.15 0.04 0.1% 53.03
Close 52.33 53.26 0.93 1.8% 53.72
Range 3.13 1.28 -1.85 -59.1% 1.34
ATR 1.49 1.48 -0.02 -1.0% 0.00
Volume 727,793 512,641 -215,152 -29.6% 1,231,129
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.79 56.30 53.96
R3 55.51 55.02 53.61
R2 54.23 54.23 53.49
R1 53.74 53.74 53.38 53.99
PP 52.95 52.95 52.95 53.07
S1 52.46 52.46 53.14 52.71
S2 51.67 51.67 53.03
S3 50.39 51.18 52.91
S4 49.11 49.90 52.56
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 5.9% 1.33 2.5% 37% False False 438,851
10 55.24 52.08 3.16 5.9% 1.23 2.3% 37% False False 403,880
20 55.44 50.76 4.68 8.8% 1.32 2.5% 53% False False 381,408
40 55.44 43.73 11.71 22.0% 1.61 3.0% 81% False False 264,144
60 55.44 43.73 11.71 22.0% 1.50 2.8% 81% False False 194,068
80 55.44 43.73 11.71 22.0% 1.47 2.8% 81% False False 152,280
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.87
2.618 56.78
1.618 55.50
1.000 54.71
0.618 54.22
HIGH 53.43
0.618 52.94
0.500 52.79
0.382 52.64
LOW 52.15
0.618 51.36
1.000 50.87
1.618 50.08
2.618 48.80
4.250 46.71
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 53.10 53.68
PP 52.95 53.54
S1 52.79 53.40

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

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