NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 53.56 52.52 -1.04 -1.9% 53.70
High 53.79 53.19 -0.60 -1.1% 55.44
Low 52.32 52.08 -0.24 -0.5% 51.10
Close 52.49 52.95 0.46 0.9% 52.95
Range 1.47 1.11 -0.36 -24.5% 4.34
ATR 1.63 1.60 -0.04 -2.3% 0.00
Volume 471,993 393,487 -78,506 -16.6% 1,858,253
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.07 55.62 53.56
R3 54.96 54.51 53.26
R2 53.85 53.85 53.15
R1 53.40 53.40 53.05 53.63
PP 52.74 52.74 52.74 52.85
S1 52.29 52.29 52.85 52.52
S2 51.63 51.63 52.75
S3 50.52 51.18 52.64
S4 49.41 50.07 52.34
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 66.18 63.91 55.34
R3 61.84 59.57 54.14
R2 57.50 57.50 53.75
R1 55.23 55.23 53.35 54.20
PP 53.16 53.16 53.16 52.65
S1 50.89 50.89 52.55 49.86
S2 48.82 48.82 52.15
S3 44.48 46.55 51.76
S4 40.14 42.21 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.79 51.57 2.22 4.2% 1.22 2.3% 62% False False 435,632
10 55.44 51.10 4.34 8.2% 1.38 2.6% 43% False False 394,304
20 55.44 45.74 9.70 18.3% 1.75 3.3% 74% False False 318,581
40 55.44 43.73 11.71 22.1% 1.64 3.1% 79% False False 206,693
60 55.44 43.73 11.71 22.1% 1.50 2.8% 79% False False 151,458
80 55.44 43.73 11.71 22.1% 1.53 2.9% 79% False False 119,436
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.91
2.618 56.10
1.618 54.99
1.000 54.30
0.618 53.88
HIGH 53.19
0.618 52.77
0.500 52.64
0.382 52.50
LOW 52.08
0.618 51.39
1.000 50.97
1.618 50.28
2.618 49.17
4.250 47.36
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 52.85 52.95
PP 52.74 52.94
S1 52.64 52.94

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

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