NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 54.62 54.60 -0.02 0.0% 55.05
High 55.20 54.73 -0.47 -0.9% 56.18
Low 54.20 52.67 -1.53 -2.8% 53.08
Close 54.87 52.87 -2.00 -3.6% 54.87
Range 1.00 2.06 1.06 106.0% 3.10
ATR 1.41 1.46 0.06 4.0% 0.00
Volume 193,150 255,537 62,387 32.3% 741,093
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 59.60 58.30 54.00
R3 57.54 56.24 53.44
R2 55.48 55.48 53.25
R1 54.18 54.18 53.06 53.80
PP 53.42 53.42 53.42 53.24
S1 52.12 52.12 52.68 51.74
S2 51.36 51.36 52.49
S3 49.30 50.06 52.30
S4 47.24 48.00 51.74
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 64.01 62.54 56.58
R3 60.91 59.44 55.72
R2 57.81 57.81 55.44
R1 56.34 56.34 55.15 55.53
PP 54.71 54.71 54.71 54.30
S1 53.24 53.24 54.59 52.43
S2 51.61 51.61 54.30
S3 48.51 50.14 54.02
S4 45.41 47.04 53.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.18 52.67 3.51 6.6% 1.75 3.3% 6% False True 199,326
10 56.18 52.67 3.51 6.6% 1.30 2.5% 6% False True 139,942
20 56.24 52.10 4.14 7.8% 1.32 2.5% 19% False False 138,698
40 56.24 44.49 11.75 22.2% 1.57 3.0% 71% False False 121,669
60 56.24 44.49 11.75 22.2% 1.47 2.8% 71% False False 98,533
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.40
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 63.49
2.618 60.12
1.618 58.06
1.000 56.79
0.618 56.00
HIGH 54.73
0.618 53.94
0.500 53.70
0.382 53.46
LOW 52.67
0.618 51.40
1.000 50.61
1.618 49.34
2.618 47.28
4.250 43.92
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 53.70 53.94
PP 53.42 53.58
S1 53.15 53.23

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

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