NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 54.53 54.81 0.28 0.5% 54.18
High 55.15 55.02 -0.13 -0.2% 55.22
Low 54.39 54.37 -0.02 0.0% 53.90
Close 54.72 54.66 -0.06 -0.1% 54.66
Range 0.76 0.65 -0.11 -14.5% 1.32
ATR 1.39 1.33 -0.05 -3.8% 0.00
Volume 128,316 76,883 -51,433 -40.1% 349,782
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.63 56.30 55.02
R3 55.98 55.65 54.84
R2 55.33 55.33 54.78
R1 55.00 55.00 54.72 54.84
PP 54.68 54.68 54.68 54.61
S1 54.35 54.35 54.60 54.19
S2 54.03 54.03 54.54
S3 53.38 53.70 54.48
S4 52.73 53.05 54.30
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.55 57.93 55.39
R3 57.23 56.61 55.02
R2 55.91 55.91 54.90
R1 55.29 55.29 54.78 55.60
PP 54.59 54.59 54.59 54.75
S1 53.97 53.97 54.54 54.28
S2 53.27 53.27 54.42
S3 51.95 52.65 54.30
S4 50.63 51.33 53.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.22 53.15 2.07 3.8% 0.85 1.6% 73% False False 80,558
10 55.22 52.52 2.70 4.9% 1.03 1.9% 79% False False 90,214
20 56.24 51.80 4.44 8.1% 1.22 2.2% 64% False False 124,337
40 56.24 44.49 11.75 21.5% 1.54 2.8% 87% False False 105,066
60 56.24 44.49 11.75 21.5% 1.44 2.6% 87% False False 85,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 57.78
2.618 56.72
1.618 56.07
1.000 55.67
0.618 55.42
HIGH 55.02
0.618 54.77
0.500 54.70
0.382 54.62
LOW 54.37
0.618 53.97
1.000 53.72
1.618 53.32
2.618 52.67
4.250 51.61
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 54.70 54.80
PP 54.68 54.75
S1 54.67 54.71

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

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