NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 53.12 53.87 0.75 1.4% 54.60
High 54.29 54.00 -0.29 -0.5% 54.73
Low 52.94 53.08 0.14 0.3% 51.59
Close 53.84 53.15 -0.69 -1.3% 53.15
Range 1.35 0.92 -0.43 -31.9% 3.14
ATR 1.50 1.46 -0.04 -2.8% 0.00
Volume 376,875 253,202 -123,673 -32.8% 1,531,691
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.17 55.58 53.66
R3 55.25 54.66 53.40
R2 54.33 54.33 53.32
R1 53.74 53.74 53.23 53.58
PP 53.41 53.41 53.41 53.33
S1 52.82 52.82 53.07 52.66
S2 52.49 52.49 52.98
S3 51.57 51.90 52.90
S4 50.65 50.98 52.64
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 62.58 61.00 54.88
R3 59.44 57.86 54.01
R2 56.30 56.30 53.73
R1 54.72 54.72 53.44 53.94
PP 53.16 53.16 53.16 52.77
S1 51.58 51.58 52.86 50.80
S2 50.02 50.02 52.57
S3 46.88 48.44 52.29
S4 43.74 45.30 51.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.73 51.59 3.14 5.9% 1.59 3.0% 50% False False 306,338
10 56.18 51.59 4.59 8.6% 1.53 2.9% 34% False False 234,966
20 56.18 51.59 4.59 8.6% 1.31 2.5% 34% False False 166,062
40 56.24 46.62 9.62 18.1% 1.55 2.9% 68% False False 146,112
60 56.24 44.49 11.75 22.1% 1.50 2.8% 74% False False 117,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 57.91
2.618 56.41
1.618 55.49
1.000 54.92
0.618 54.57
HIGH 54.00
0.618 53.65
0.500 53.54
0.382 53.43
LOW 53.08
0.618 52.51
1.000 52.16
1.618 51.59
2.618 50.67
4.250 49.17
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 53.54 53.09
PP 53.41 53.02
S1 53.28 52.96

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

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