NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 54.81 55.05 0.24 0.4% 54.18
High 55.02 56.18 1.16 2.1% 55.22
Low 54.37 53.08 -1.29 -2.4% 53.90
Close 54.66 53.29 -1.37 -2.5% 54.66
Range 0.65 3.10 2.45 376.9% 1.32
ATR 1.33 1.46 0.13 9.5% 0.00
Volume 76,883 239,830 162,947 211.9% 349,782
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 63.48 61.49 55.00
R3 60.38 58.39 54.14
R2 57.28 57.28 53.86
R1 55.29 55.29 53.57 54.74
PP 54.18 54.18 54.18 53.91
S1 52.19 52.19 53.01 51.64
S2 51.08 51.08 52.72
S3 47.98 49.09 52.44
S4 44.88 45.99 51.59
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.55 57.93 55.39
R3 57.23 56.61 55.02
R2 55.91 55.91 54.90
R1 55.29 55.29 54.78 55.60
PP 54.59 54.59 54.59 54.75
S1 53.97 53.97 54.54 54.28
S2 53.27 53.27 54.42
S3 51.95 52.65 54.30
S4 50.63 51.33 53.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.18 53.08 3.10 5.8% 1.27 2.4% 7% True True 117,922
10 56.18 52.96 3.22 6.0% 1.18 2.2% 10% True False 106,467
20 56.24 51.80 4.44 8.3% 1.29 2.4% 34% False False 130,963
40 56.24 44.49 11.75 22.0% 1.58 3.0% 75% False False 109,974
60 56.24 44.49 11.75 22.0% 1.47 2.8% 75% False False 89,137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 69.36
2.618 64.30
1.618 61.20
1.000 59.28
0.618 58.10
HIGH 56.18
0.618 55.00
0.500 54.63
0.382 54.26
LOW 53.08
0.618 51.16
1.000 49.98
1.618 48.06
2.618 44.96
4.250 39.91
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 54.63 54.63
PP 54.18 54.18
S1 53.74 53.74

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

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