NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 52.49 53.39 0.90 1.7% 53.29
High 53.43 54.12 0.69 1.3% 54.37
Low 52.15 52.79 0.64 1.2% 53.03
Close 53.26 53.76 0.50 0.9% 53.72
Range 1.28 1.33 0.05 3.9% 1.34
ATR 1.48 1.47 -0.01 -0.7% 0.00
Volume 512,641 517,362 4,721 0.9% 1,231,129
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.55 56.98 54.49
R3 56.22 55.65 54.13
R2 54.89 54.89 54.00
R1 54.32 54.32 53.88 54.61
PP 53.56 53.56 53.56 53.70
S1 52.99 52.99 53.64 53.28
S2 52.23 52.23 53.52
S3 50.90 51.66 53.39
S4 49.57 50.33 53.03
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.73 57.06 54.46
R3 56.39 55.72 54.09
R2 55.05 55.05 53.97
R1 54.38 54.38 53.84 54.72
PP 53.71 53.71 53.71 53.87
S1 53.04 53.04 53.60 53.38
S2 52.37 52.37 53.47
S3 51.03 51.70 53.35
S4 49.69 50.36 52.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.24 52.11 3.13 5.8% 1.43 2.7% 53% False False 477,816
10 55.24 52.08 3.16 5.9% 1.27 2.4% 53% False False 413,957
20 55.44 50.76 4.68 8.7% 1.33 2.5% 64% False False 396,561
40 55.44 43.73 11.71 21.8% 1.62 3.0% 86% False False 275,355
60 55.44 43.73 11.71 21.8% 1.49 2.8% 86% False False 201,950
80 55.44 43.73 11.71 21.8% 1.47 2.7% 86% False False 158,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.77
2.618 57.60
1.618 56.27
1.000 55.45
0.618 54.94
HIGH 54.12
0.618 53.61
0.500 53.46
0.382 53.30
LOW 52.79
0.618 51.97
1.000 51.46
1.618 50.64
2.618 49.31
4.250 47.14
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 53.66 53.73
PP 53.56 53.70
S1 53.46 53.68

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

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