NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 51.83 50.81 -1.02 -2.0% 54.20
High 52.37 52.78 0.41 0.8% 55.24
Low 50.71 50.75 0.04 0.1% 52.11
Close 50.82 52.25 1.43 2.8% 53.99
Range 1.66 2.03 0.37 22.3% 3.13
ATR 1.50 1.54 0.04 2.5% 0.00
Volume 632,573 815,846 183,273 29.0% 2,286,129
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 58.02 57.16 53.37
R3 55.99 55.13 52.81
R2 53.96 53.96 52.62
R1 53.10 53.10 52.44 53.53
PP 51.93 51.93 51.93 52.14
S1 51.07 51.07 52.06 51.50
S2 49.90 49.90 51.88
S3 47.87 49.04 51.69
S4 45.84 47.01 51.13
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 54.32 50.71 3.61 6.9% 1.62 3.1% 43% False False 611,801
10 55.24 50.71 4.53 8.7% 1.47 2.8% 34% False False 525,326
20 55.24 50.71 4.53 8.7% 1.38 2.6% 34% False False 452,875
40 55.44 43.73 11.71 22.4% 1.62 3.1% 73% False False 328,745
60 55.44 43.73 11.71 22.4% 1.53 2.9% 73% False False 241,411
80 55.44 43.73 11.71 22.4% 1.49 2.9% 73% False False 188,983
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 61.41
2.618 58.09
1.618 56.06
1.000 54.81
0.618 54.03
HIGH 52.78
0.618 52.00
0.500 51.77
0.382 51.53
LOW 50.75
0.618 49.50
1.000 48.72
1.618 47.47
2.618 45.44
4.250 42.12
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 52.09 52.27
PP 51.93 52.26
S1 51.77 52.26

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

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