NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 52.60 52.76 0.16 0.3% 53.33
High 53.56 53.91 0.35 0.7% 54.08
Low 52.24 52.64 0.40 0.8% 52.21
Close 52.81 53.88 1.07 2.0% 53.17
Range 1.32 1.27 -0.05 -3.8% 1.87
ATR 1.34 1.34 -0.01 -0.4% 0.00
Volume 586,676 577,243 -9,433 -1.6% 2,638,948
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 57.29 56.85 54.58
R3 56.02 55.58 54.23
R2 54.75 54.75 54.11
R1 54.31 54.31 54.00 54.53
PP 53.48 53.48 53.48 53.59
S1 53.04 53.04 53.76 53.26
S2 52.21 52.21 53.65
S3 50.94 51.77 53.53
S4 49.67 50.50 53.18
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 3.4% 1.28 2.4% 89% False False 544,769
10 54.08 51.81 2.27 4.2% 1.19 2.2% 91% False False 543,416
20 55.20 51.59 3.61 6.7% 1.34 2.5% 63% False False 422,564
40 56.24 51.59 4.65 8.6% 1.31 2.4% 49% False False 276,764
60 56.24 44.49 11.75 21.8% 1.50 2.8% 80% False False 214,170
80 56.24 44.49 11.75 21.8% 1.44 2.7% 80% False False 172,494
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 True
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.31
2.618 57.23
1.618 55.96
1.000 55.18
0.618 54.69
HIGH 53.91
0.618 53.42
0.500 53.28
0.382 53.13
LOW 52.64
0.618 51.86
1.000 51.37
1.618 50.59
2.618 49.32
4.250 47.24
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 53.68 53.61
PP 53.48 53.34
S1 53.28 53.08

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

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