NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 53.39 53.73 0.34 0.6% 54.20
High 54.12 54.32 0.20 0.4% 55.24
Low 52.79 53.32 0.53 1.0% 52.11
Close 53.76 53.99 0.23 0.4% 53.99
Range 1.33 1.00 -0.33 -24.8% 3.13
ATR 1.47 1.43 -0.03 -2.3% 0.00
Volume 517,362 528,333 10,971 2.1% 2,286,129
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.88 56.43 54.54
R3 55.88 55.43 54.27
R2 54.88 54.88 54.17
R1 54.43 54.43 54.08 54.66
PP 53.88 53.88 53.88 53.99
S1 53.43 53.43 53.90 53.66
S2 52.88 52.88 53.81
S3 51.88 52.43 53.72
S4 50.88 51.43 53.44
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 63.17 61.71 55.71
R3 60.04 58.58 54.85
R2 56.91 56.91 54.56
R1 55.45 55.45 54.28 54.62
PP 53.78 53.78 53.78 53.36
S1 52.32 52.32 53.70 51.49
S2 50.65 50.65 53.42
S3 47.52 49.19 53.13
S4 44.39 46.06 52.27
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 5.8% 1.48 2.7% 60% False False 511,444
10 55.24 52.08 3.16 5.9% 1.22 2.3% 60% False False 419,591
20 55.44 50.76 4.68 8.7% 1.31 2.4% 69% False False 405,894
40 55.44 43.73 11.71 21.7% 1.62 3.0% 88% False False 286,011
60 55.44 43.73 11.71 21.7% 1.49 2.8% 88% False False 210,035
80 55.44 43.73 11.71 21.7% 1.47 2.7% 88% False False 164,743
Crabel Price Patterns
NR True
NR4 True
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.57
2.618 56.94
1.618 55.94
1.000 55.32
0.618 54.94
HIGH 54.32
0.618 53.94
0.500 53.82
0.382 53.70
LOW 53.32
0.618 52.70
1.000 52.32
1.618 51.70
2.618 50.70
4.250 49.07
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 53.93 53.74
PP 53.88 53.49
S1 53.82 53.24

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

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