NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 54.31 54.62 0.31 0.6% 55.05
High 55.06 55.20 0.14 0.3% 56.18
Low 53.73 54.20 0.47 0.9% 53.08
Close 54.68 54.87 0.19 0.3% 54.87
Range 1.33 1.00 -0.33 -24.8% 3.10
ATR 1.44 1.41 -0.03 -2.2% 0.00
Volume 150,609 193,150 42,541 28.2% 741,093
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.76 57.31 55.42
R3 56.76 56.31 55.15
R2 55.76 55.76 55.05
R1 55.31 55.31 54.96 55.54
PP 54.76 54.76 54.76 54.87
S1 54.31 54.31 54.78 54.54
S2 53.76 53.76 54.69
S3 52.76 53.31 54.60
S4 51.76 52.31 54.32
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 64.01 62.54 56.58
R3 60.91 59.44 55.72
R2 57.81 57.81 55.44
R1 56.34 56.34 55.15 55.53
PP 54.71 54.71 54.71 54.30
S1 53.24 53.24 54.59 52.43
S2 51.61 51.61 54.30
S3 48.51 50.14 54.02
S4 45.41 47.04 53.17
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 5.6% 1.47 2.7% 58% False False 163,595
10 56.18 52.96 3.22 5.9% 1.21 2.2% 59% False False 124,294
20 56.24 51.80 4.44 8.1% 1.27 2.3% 69% False False 135,954
40 56.24 44.49 11.75 21.4% 1.59 2.9% 88% False False 117,737
60 56.24 44.49 11.75 21.4% 1.45 2.6% 88% False False 94,878
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.43
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 59.45
2.618 57.82
1.618 56.82
1.000 56.20
0.618 55.82
HIGH 55.20
0.618 54.82
0.500 54.70
0.382 54.58
LOW 54.20
0.618 53.58
1.000 53.20
1.618 52.58
2.618 51.58
4.250 49.95
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 54.81 54.64
PP 54.76 54.40
S1 54.70 54.17

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

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