NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 53.59 54.18 0.59 1.1% 54.13
High 54.18 54.98 0.80 1.5% 54.64
Low 53.15 53.90 0.75 1.4% 52.96
Close 53.92 54.79 0.87 1.6% 53.92
Range 1.03 1.08 0.05 4.9% 1.68
ATR 1.52 1.49 -0.03 -2.1% 0.00
Volume 53,010 61,836 8,826 16.6% 475,061
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.80 57.37 55.38
R3 56.72 56.29 55.09
R2 55.64 55.64 54.99
R1 55.21 55.21 54.89 55.43
PP 54.56 54.56 54.56 54.66
S1 54.13 54.13 54.69 54.35
S2 53.48 53.48 54.59
S3 52.40 53.05 54.49
S4 51.32 51.97 54.20
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.88 58.08 54.84
R3 57.20 56.40 54.38
R2 55.52 55.52 54.23
R1 54.72 54.72 54.07 54.28
PP 53.84 53.84 53.84 53.62
S1 53.04 53.04 53.77 52.60
S2 52.16 52.16 53.61
S3 50.48 51.36 53.46
S4 48.80 49.68 53.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.98 52.96 2.02 3.7% 1.11 2.0% 91% True False 89,292
10 55.31 52.10 3.21 5.9% 1.25 2.3% 84% False False 108,633
20 56.24 46.62 9.62 17.6% 1.58 2.9% 85% False False 134,367
40 56.24 44.49 11.75 21.4% 1.60 2.9% 88% False False 102,602
60 56.24 44.49 11.75 21.4% 1.45 2.6% 88% False False 82,591
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.57
2.618 57.81
1.618 56.73
1.000 56.06
0.618 55.65
HIGH 54.98
0.618 54.57
0.500 54.44
0.382 54.31
LOW 53.90
0.618 53.23
1.000 52.82
1.618 52.15
2.618 51.07
4.250 49.31
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 54.67 54.52
PP 54.56 54.24
S1 54.44 53.97

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

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