NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 51.39 51.45 0.06 0.1% 52.55
High 51.87 52.90 1.03 2.0% 53.52
Low 51.02 51.39 0.37 0.7% 50.91
Close 51.37 52.42 1.05 2.0% 52.42
Range 0.85 1.51 0.66 77.6% 2.61
ATR 1.46 1.46 0.01 0.3% 0.00
Volume 122,593 22,789 -99,804 -81.4% 987,643
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.77 56.10 53.25
R3 55.26 54.59 52.84
R2 53.75 53.75 52.70
R1 53.08 53.08 52.56 53.42
PP 52.24 52.24 52.24 52.40
S1 51.57 51.57 52.28 51.91
S2 50.73 50.73 52.14
S3 49.22 50.06 52.00
S4 47.71 48.55 51.59
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 60.11 58.88 53.86
R3 57.50 56.27 53.14
R2 54.89 54.89 52.90
R1 53.66 53.66 52.66 52.97
PP 52.28 52.28 52.28 51.94
S1 51.05 51.05 52.18 50.36
S2 49.67 49.67 51.94
S3 47.06 48.44 51.70
S4 44.45 45.83 50.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.52 50.91 2.61 5.0% 1.31 2.5% 58% False False 293,125
10 54.32 50.71 3.61 6.9% 1.47 2.8% 47% False False 466,797
20 55.24 50.71 4.53 8.6% 1.37 2.6% 38% False False 440,377
40 55.44 45.74 9.70 18.5% 1.57 3.0% 69% False False 365,728
60 55.44 43.73 11.71 22.3% 1.55 3.0% 74% False False 272,084
80 55.44 43.73 11.71 22.3% 1.49 2.8% 74% False False 213,534
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.32
2.618 56.85
1.618 55.34
1.000 54.41
0.618 53.83
HIGH 52.90
0.618 52.32
0.500 52.15
0.382 51.97
LOW 51.39
0.618 50.46
1.000 49.88
1.618 48.95
2.618 47.44
4.250 44.97
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 52.33 52.25
PP 52.24 52.08
S1 52.15 51.91

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

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