NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 50.81 52.37 1.56 3.1% 54.20
High 52.78 53.50 0.72 1.4% 55.24
Low 50.75 52.12 1.37 2.7% 52.11
Close 52.25 53.01 0.76 1.5% 53.99
Range 2.03 1.38 -0.65 -32.0% 3.13
ATR 1.54 1.53 -0.01 -0.7% 0.00
Volume 815,846 660,703 -155,143 -19.0% 2,286,129
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.02 56.39 53.77
R3 55.64 55.01 53.39
R2 54.26 54.26 53.26
R1 53.63 53.63 53.14 53.95
PP 52.88 52.88 52.88 53.03
S1 52.25 52.25 52.88 52.57
S2 51.50 51.50 52.76
S3 50.12 50.87 52.63
S4 48.74 49.49 52.25
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 6.8% 1.63 3.1% 64% False False 640,469
10 55.24 50.71 4.53 8.5% 1.53 2.9% 51% False False 559,143
20 55.24 50.71 4.53 8.5% 1.39 2.6% 51% False False 470,328
40 55.44 44.84 10.60 20.0% 1.62 3.1% 77% False False 342,631
60 55.44 43.73 11.71 22.1% 1.53 2.9% 79% False False 251,897
80 55.44 43.73 11.71 22.1% 1.50 2.8% 79% False False 197,076
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.37
2.618 57.11
1.618 55.73
1.000 54.88
0.618 54.35
HIGH 53.50
0.618 52.97
0.500 52.81
0.382 52.65
LOW 52.12
0.618 51.27
1.000 50.74
1.618 49.89
2.618 48.51
4.250 46.26
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 52.94 52.71
PP 52.88 52.41
S1 52.81 52.11

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

View Archives - Comment on this page... - Back to Index of Symbols