NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 56.33 56.37 0.04 0.1% 55.36
High 56.38 57.50 1.12 2.0% 56.49
Low 55.81 54.68 -1.13 -2.0% 55.18
Close 56.05 54.81 -1.24 -2.2% 56.05
Range 0.57 2.82 2.25 394.7% 1.31
ATR 1.34 1.44 0.11 7.9% 0.00
Volume 14,620 67,826 53,206 363.9% 87,708
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 64.12 62.29 56.36
R3 61.30 59.47 55.59
R2 58.48 58.48 55.33
R1 56.65 56.65 55.07 56.16
PP 55.66 55.66 55.66 55.42
S1 53.83 53.83 54.55 53.34
S2 52.84 52.84 54.29
S3 50.02 51.01 54.03
S4 47.20 48.19 53.26
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.84 59.25 56.77
R3 58.53 57.94 56.41
R2 57.22 57.22 56.29
R1 56.63 56.63 56.17 56.93
PP 55.91 55.91 55.91 56.05
S1 55.32 55.32 55.93 55.62
S2 54.60 54.60 55.81
S3 53.29 54.01 55.69
S4 51.98 52.70 55.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.50 54.68 2.82 5.1% 1.16 2.1% 5% True True 31,106
10 57.50 54.36 3.14 5.7% 1.08 2.0% 14% True False 28,587
20 57.50 53.15 4.35 7.9% 1.18 2.2% 38% True False 34,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 69.49
2.618 64.88
1.618 62.06
1.000 60.32
0.618 59.24
HIGH 57.50
0.618 56.42
0.500 56.09
0.382 55.76
LOW 54.68
0.618 52.94
1.000 51.86
1.618 50.12
2.618 47.30
4.250 42.70
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 56.09 56.09
PP 55.66 55.66
S1 55.24 55.24

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

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