NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 54.13 53.94 -0.19 -0.4% 54.20
High 54.47 54.64 0.17 0.3% 56.24
Low 53.48 53.69 0.21 0.4% 52.10
Close 53.90 54.19 0.29 0.5% 53.87
Range 0.99 0.95 -0.04 -4.0% 4.14
ATR 1.65 1.60 -0.05 -3.0% 0.00
Volume 90,435 98,819 8,384 9.3% 761,397
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.02 56.56 54.71
R3 56.07 55.61 54.45
R2 55.12 55.12 54.36
R1 54.66 54.66 54.28 54.89
PP 54.17 54.17 54.17 54.29
S1 53.71 53.71 54.10 53.94
S2 53.22 53.22 54.02
S3 52.27 52.76 53.93
S4 51.32 51.81 53.67
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 66.49 64.32 56.15
R3 62.35 60.18 55.01
R2 58.21 58.21 54.63
R1 56.04 56.04 54.25 55.06
PP 54.07 54.07 54.07 53.58
S1 51.90 51.90 53.49 50.92
S2 49.93 49.93 53.11
S3 45.79 47.76 52.73
S4 41.65 43.62 51.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.71 52.10 2.61 4.8% 1.36 2.5% 80% False False 111,510
10 56.24 51.80 4.44 8.2% 1.33 2.5% 54% False False 151,813
20 56.24 46.62 9.62 17.8% 1.72 3.2% 79% False False 132,428
40 56.24 44.49 11.75 21.7% 1.61 3.0% 83% False False 98,442
60 56.24 44.49 11.75 21.7% 1.50 2.8% 83% False False 79,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 58.68
2.618 57.13
1.618 56.18
1.000 55.59
0.618 55.23
HIGH 54.64
0.618 54.28
0.500 54.17
0.382 54.05
LOW 53.69
0.618 53.10
1.000 52.74
1.618 52.15
2.618 51.20
4.250 49.65
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 54.18 53.99
PP 54.17 53.78
S1 54.17 53.58

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

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