NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 53.33 52.86 -0.47 -0.9% 53.31
High 53.47 53.56 0.09 0.2% 54.32
Low 52.21 52.67 0.46 0.9% 51.72
Close 52.75 53.18 0.43 0.8% 53.22
Range 1.26 0.89 -0.37 -29.4% 2.60
ATR 1.44 1.40 -0.04 -2.7% 0.00
Volume 455,333 520,285 64,952 14.3% 2,129,165
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 55.81 55.38 53.67
R3 54.92 54.49 53.42
R2 54.03 54.03 53.34
R1 53.60 53.60 53.26 53.82
PP 53.14 53.14 53.14 53.24
S1 52.71 52.71 53.10 52.93
S2 52.25 52.25 53.02
S3 51.36 51.82 52.94
S4 50.47 50.93 52.69
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 60.89 59.65 54.65
R3 58.29 57.05 53.94
R2 55.69 55.69 53.70
R1 54.45 54.45 53.46 53.77
PP 53.09 53.09 53.09 52.75
S1 51.85 51.85 52.98 51.17
S2 50.49 50.49 52.74
S3 47.89 49.25 52.51
S4 45.29 46.65 51.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.67 51.72 1.95 3.7% 1.29 2.4% 75% False False 536,024
10 54.32 51.59 2.73 5.1% 1.38 2.6% 58% False False 438,093
20 56.18 51.59 4.59 8.6% 1.34 2.5% 35% False False 289,017
40 56.24 46.62 9.62 18.1% 1.52 2.9% 68% False False 211,977
60 56.24 44.49 11.75 22.1% 1.51 2.8% 74% False False 164,196
80 56.24 44.49 11.75 22.1% 1.44 2.7% 74% False False 133,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.24
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.34
2.618 55.89
1.618 55.00
1.000 54.45
0.618 54.11
HIGH 53.56
0.618 53.22
0.500 53.12
0.382 53.01
LOW 52.67
0.618 52.12
1.000 51.78
1.618 51.23
2.618 50.34
4.250 48.89
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 53.16 53.09
PP 53.14 52.99
S1 53.12 52.90

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

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