NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 55.67 56.15 0.48 0.9% 56.37
High 56.53 56.63 0.10 0.2% 57.50
Low 55.24 55.67 0.43 0.8% 54.66
Close 56.17 56.37 0.20 0.4% 56.37
Range 1.29 0.96 -0.33 -25.6% 2.84
ATR 1.42 1.38 -0.03 -2.3% 0.00
Volume 25,560 29,925 4,365 17.1% 153,835
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 59.10 58.70 56.90
R3 58.14 57.74 56.63
R2 57.18 57.18 56.55
R1 56.78 56.78 56.46 56.98
PP 56.22 56.22 56.22 56.33
S1 55.82 55.82 56.28 56.02
S2 55.26 55.26 56.19
S3 54.30 54.86 56.11
S4 53.34 53.90 55.84
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 64.70 63.37 57.93
R3 61.86 60.53 57.15
R2 59.02 59.02 56.89
R1 57.69 57.69 56.63 57.79
PP 56.18 56.18 56.18 56.23
S1 54.85 54.85 56.11 54.95
S2 53.34 53.34 55.85
S3 50.50 52.01 55.59
S4 47.66 49.17 54.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.50 54.66 2.84 5.0% 1.38 2.4% 60% False False 33,691
10 57.50 54.36 3.14 5.6% 1.12 2.0% 64% False False 28,578
20 57.50 53.15 4.35 7.7% 1.17 2.1% 74% False False 32,243
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.71
2.618 59.14
1.618 58.18
1.000 57.59
0.618 57.22
HIGH 56.63
0.618 56.26
0.500 56.15
0.382 56.04
LOW 55.67
0.618 55.08
1.000 54.71
1.618 54.12
2.618 53.16
4.250 51.59
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 56.30 56.13
PP 56.22 55.89
S1 56.15 55.65

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

View Archives - Comment on this page... - Back to Index of Symbols