NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 55.05 53.48 -1.57 -2.9% 54.18
High 56.18 54.38 -1.80 -3.2% 55.22
Low 53.08 53.13 0.05 0.1% 53.90
Close 53.29 54.22 0.93 1.7% 54.66
Range 3.10 1.25 -1.85 -59.7% 1.32
ATR 1.46 1.44 -0.01 -1.0% 0.00
Volume 239,830 157,504 -82,326 -34.3% 349,782
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.66 57.19 54.91
R3 56.41 55.94 54.56
R2 55.16 55.16 54.45
R1 54.69 54.69 54.33 54.93
PP 53.91 53.91 53.91 54.03
S1 53.44 53.44 54.11 53.68
S2 52.66 52.66 53.99
S3 51.41 52.19 53.88
S4 50.16 50.94 53.53
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 56.18 53.08 3.10 5.7% 1.30 2.4% 37% False False 137,056
10 56.18 52.96 3.22 5.9% 1.21 2.2% 39% False False 113,174
20 56.24 51.80 4.44 8.2% 1.29 2.4% 55% False False 133,227
40 56.24 44.49 11.75 21.7% 1.58 2.9% 83% False False 112,444
60 56.24 44.49 11.75 21.7% 1.47 2.7% 83% False False 90,976
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.69
2.618 57.65
1.618 56.40
1.000 55.63
0.618 55.15
HIGH 54.38
0.618 53.90
0.500 53.76
0.382 53.61
LOW 53.13
0.618 52.36
1.000 51.88
1.618 51.11
2.618 49.86
4.250 47.82
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 54.07 54.63
PP 53.91 54.49
S1 53.76 54.36

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

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