NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 53.74 53.15 -0.59 -1.1% 53.33
High 54.08 53.46 -0.62 -1.1% 54.08
Low 52.58 52.41 -0.17 -0.3% 52.21
Close 53.17 52.63 -0.54 -1.0% 53.17
Range 1.50 1.05 -0.45 -30.0% 1.87
ATR 1.37 1.35 -0.02 -1.7% 0.00
Volume 495,556 486,309 -9,247 -1.9% 2,638,948
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 55.98 55.36 53.21
R3 54.93 54.31 52.92
R2 53.88 53.88 52.82
R1 53.26 53.26 52.73 53.05
PP 52.83 52.83 52.83 52.73
S1 52.21 52.21 52.53 52.00
S2 51.78 51.78 52.44
S3 50.73 51.16 52.34
S4 49.68 50.11 52.05
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 52.41 1.67 3.2% 1.12 2.1% 13% False True 533,984
10 54.32 51.72 2.60 4.9% 1.26 2.4% 35% False False 525,442
20 56.18 51.59 4.59 8.7% 1.39 2.6% 23% False False 380,204
40 56.24 50.80 5.44 10.3% 1.36 2.6% 34% False False 254,815
60 56.24 44.49 11.75 22.3% 1.50 2.9% 69% False False 196,499
80 56.24 44.49 11.75 22.3% 1.43 2.7% 69% False False 158,958
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.92
2.618 56.21
1.618 55.16
1.000 54.51
0.618 54.11
HIGH 53.46
0.618 53.06
0.500 52.94
0.382 52.81
LOW 52.41
0.618 51.76
1.000 51.36
1.618 50.71
2.618 49.66
4.250 47.95
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 52.94 53.25
PP 52.83 53.04
S1 52.73 52.84

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

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