NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 53.87 53.31 -0.56 -1.0% 54.60
High 54.00 54.32 0.32 0.6% 54.73
Low 53.08 52.90 -0.18 -0.3% 51.59
Close 53.15 53.26 0.11 0.2% 53.15
Range 0.92 1.42 0.50 54.3% 3.14
ATR 1.46 1.46 0.00 -0.2% 0.00
Volume 253,202 424,660 171,458 67.7% 1,531,691
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.75 56.93 54.04
R3 56.33 55.51 53.65
R2 54.91 54.91 53.52
R1 54.09 54.09 53.39 53.79
PP 53.49 53.49 53.49 53.35
S1 52.67 52.67 53.13 52.37
S2 52.07 52.07 53.00
S3 50.65 51.25 52.87
S4 49.23 49.83 52.48
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 62.58 61.00 54.88
R3 59.44 57.86 54.01
R2 56.30 56.30 53.73
R1 54.72 54.72 53.44 53.94
PP 53.16 53.16 53.16 52.77
S1 51.58 51.58 52.86 50.80
S2 50.02 50.02 52.57
S3 46.88 48.44 52.29
S4 43.74 45.30 51.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.32 51.59 2.73 5.1% 1.46 2.7% 61% True False 340,162
10 56.18 51.59 4.59 8.6% 1.61 3.0% 36% False False 269,744
20 56.18 51.59 4.59 8.6% 1.32 2.5% 36% False False 179,979
40 56.24 46.62 9.62 18.1% 1.55 2.9% 69% False False 155,145
60 56.24 44.49 11.75 22.1% 1.50 2.8% 75% False False 123,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.36
2.618 58.04
1.618 56.62
1.000 55.74
0.618 55.20
HIGH 54.32
0.618 53.78
0.500 53.61
0.382 53.44
LOW 52.90
0.618 52.02
1.000 51.48
1.618 50.60
2.618 49.18
4.250 46.87
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 53.61 53.61
PP 53.49 53.49
S1 53.38 53.38

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

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