NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 52.72 51.75 -0.97 -1.8% 55.05
High 53.25 53.60 0.35 0.7% 56.18
Low 51.59 51.63 0.04 0.1% 53.08
Close 51.70 53.06 1.36 2.6% 54.87
Range 1.66 1.97 0.31 18.7% 3.10
ATR 1.48 1.51 0.04 2.4% 0.00
Volume 277,857 368,220 90,363 32.5% 741,093
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 58.67 57.84 54.14
R3 56.70 55.87 53.60
R2 54.73 54.73 53.42
R1 53.90 53.90 53.24 54.32
PP 52.76 52.76 52.76 52.97
S1 51.93 51.93 52.88 52.35
S2 50.79 50.79 52.70
S3 48.82 49.96 52.52
S4 46.85 47.99 51.98
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 6.8% 1.60 3.0% 41% False False 249,074
10 56.18 51.59 4.59 8.7% 1.45 2.7% 32% False False 193,065
20 56.18 51.59 4.59 8.7% 1.35 2.5% 32% False False 150,849
40 56.24 44.49 11.75 22.1% 1.59 3.0% 73% False False 134,184
60 56.24 44.49 11.75 22.1% 1.49 2.8% 73% False False 107,796
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 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.97
2.618 58.76
1.618 56.79
1.000 55.57
0.618 54.82
HIGH 53.60
0.618 52.85
0.500 52.62
0.382 52.38
LOW 51.63
0.618 50.41
1.000 49.66
1.618 48.44
2.618 46.47
4.250 43.26
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 52.91 53.16
PP 52.76 53.13
S1 52.62 53.09

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

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