NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 54.60 52.72 -1.88 -3.4% 55.05
High 54.73 53.25 -1.48 -2.7% 56.18
Low 52.67 51.59 -1.08 -2.1% 53.08
Close 52.87 51.70 -1.17 -2.2% 54.87
Range 2.06 1.66 -0.40 -19.4% 3.10
ATR 1.46 1.48 0.01 1.0% 0.00
Volume 255,537 277,857 22,320 8.7% 741,093
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 57.16 56.09 52.61
R3 55.50 54.43 52.16
R2 53.84 53.84 52.00
R1 52.77 52.77 51.85 52.48
PP 52.18 52.18 52.18 52.03
S1 51.11 51.11 51.55 50.82
S2 50.52 50.52 51.40
S3 48.86 49.45 51.24
S4 47.20 47.79 50.79
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 55.20 51.59 3.61 7.0% 1.46 2.8% 3% False True 206,931
10 56.18 51.59 4.59 8.9% 1.36 2.6% 2% False True 162,426
20 56.24 51.59 4.65 9.0% 1.37 2.6% 2% False True 143,036
40 56.24 44.49 11.75 22.7% 1.58 3.0% 61% False False 126,416
60 56.24 44.49 11.75 22.7% 1.48 2.9% 61% False False 102,372
Crabel Price Patterns
NR True
NR4 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.31
2.618 57.60
1.618 55.94
1.000 54.91
0.618 54.28
HIGH 53.25
0.618 52.62
0.500 52.42
0.382 52.22
LOW 51.59
0.618 50.56
1.000 49.93
1.618 48.90
2.618 47.24
4.250 44.54
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 52.42 53.40
PP 52.18 52.83
S1 51.94 52.27

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

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