NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 53.15 52.60 -0.55 -1.0% 53.33
High 53.46 53.56 0.10 0.2% 54.08
Low 52.41 52.24 -0.17 -0.3% 52.21
Close 52.63 52.81 0.18 0.3% 53.17
Range 1.05 1.32 0.27 25.7% 1.87
ATR 1.35 1.34 0.00 -0.1% 0.00
Volume 486,309 586,676 100,367 20.6% 2,638,948
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.83 56.14 53.54
R3 55.51 54.82 53.17
R2 54.19 54.19 53.05
R1 53.50 53.50 52.93 53.85
PP 52.87 52.87 52.87 53.04
S1 52.18 52.18 52.69 52.53
S2 51.55 51.55 52.57
S3 50.23 50.86 52.45
S4 48.91 49.54 52.08
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 52.24 1.84 3.5% 1.21 2.3% 31% False True 547,263
10 54.08 51.72 2.36 4.5% 1.25 2.4% 46% False False 541,643
20 56.18 51.59 4.59 8.7% 1.43 2.7% 27% False False 405,694
40 56.24 51.59 4.65 8.8% 1.32 2.5% 26% False False 265,015
60 56.24 44.49 11.75 22.2% 1.50 2.8% 71% False False 205,275
80 56.24 44.49 11.75 22.2% 1.43 2.7% 71% False False 165,725
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 True
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.17
2.618 57.02
1.618 55.70
1.000 54.88
0.618 54.38
HIGH 53.56
0.618 53.06
0.500 52.90
0.382 52.74
LOW 52.24
0.618 51.42
1.000 50.92
1.618 50.10
2.618 48.78
4.250 46.63
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 52.90 53.16
PP 52.87 53.04
S1 52.84 52.93

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

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