NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 52.96 53.74 0.78 1.5% 53.33
High 54.06 54.08 0.02 0.0% 54.08
Low 52.79 52.58 -0.21 -0.4% 52.21
Close 53.78 53.17 -0.61 -1.1% 53.17
Range 1.27 1.50 0.23 18.1% 1.87
ATR 1.36 1.37 0.01 0.7% 0.00
Volume 578,065 495,556 -82,509 -14.3% 2,638,948
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.78 56.97 54.00
R3 56.28 55.47 53.58
R2 54.78 54.78 53.45
R1 53.97 53.97 53.31 53.63
PP 53.28 53.28 53.28 53.10
S1 52.47 52.47 53.03 52.13
S2 51.78 51.78 52.90
S3 50.28 50.97 52.76
S4 48.78 49.47 52.35
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 58.76 57.84 54.20
R3 56.89 55.97 53.68
R2 55.02 55.02 53.51
R1 54.10 54.10 53.34 53.63
PP 53.15 53.15 53.15 52.92
S1 52.23 52.23 53.00 51.76
S2 51.28 51.28 52.83
S3 49.41 50.36 52.66
S4 47.54 48.49 52.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.08 52.21 1.87 3.5% 1.17 2.2% 51% True False 527,789
10 54.32 51.72 2.60 4.9% 1.25 2.3% 56% False False 502,131
20 56.18 51.59 4.59 8.6% 1.38 2.6% 34% False False 362,304
40 56.24 47.03 9.21 17.3% 1.45 2.7% 67% False False 248,273
60 56.24 44.49 11.75 22.1% 1.50 2.8% 74% False False 189,809
80 56.24 44.49 11.75 22.1% 1.43 2.7% 74% False False 153,206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 60.46
2.618 58.01
1.618 56.51
1.000 55.58
0.618 55.01
HIGH 54.08
0.618 53.51
0.500 53.33
0.382 53.15
LOW 52.58
0.618 51.65
1.000 51.08
1.618 50.15
2.618 48.65
4.250 46.21
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 53.33 53.32
PP 53.28 53.27
S1 53.22 53.22

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

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