NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 52.20 53.33 1.13 2.2% 53.31
High 53.67 53.47 -0.20 -0.4% 54.32
Low 52.13 52.21 0.08 0.2% 51.72
Close 53.22 52.75 -0.47 -0.9% 53.22
Range 1.54 1.26 -0.28 -18.2% 2.60
ATR 1.45 1.44 -0.01 -0.9% 0.00
Volume 567,231 455,333 -111,898 -19.7% 2,129,165
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 56.59 55.93 53.44
R3 55.33 54.67 53.10
R2 54.07 54.07 52.98
R1 53.41 53.41 52.87 53.11
PP 52.81 52.81 52.81 52.66
S1 52.15 52.15 52.63 51.85
S2 51.55 51.55 52.52
S3 50.29 50.89 52.40
S4 49.03 49.63 52.06
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 60.89 59.65 54.65
R3 58.29 57.05 53.94
R2 55.69 55.69 53.70
R1 54.45 54.45 53.46 53.77
PP 53.09 53.09 53.09 52.75
S1 51.85 51.85 52.98 51.17
S2 50.49 50.49 52.74
S3 47.89 49.25 52.51
S4 45.29 46.65 51.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.32 51.72 2.60 4.9% 1.39 2.6% 40% False False 516,899
10 54.73 51.59 3.14 6.0% 1.49 2.8% 37% False False 411,618
20 56.18 51.59 4.59 8.7% 1.35 2.6% 25% False False 267,956
40 56.24 46.62 9.62 18.2% 1.52 2.9% 64% False False 200,630
60 56.24 44.49 11.75 22.3% 1.52 2.9% 70% False False 156,458
80 56.24 44.49 11.75 22.3% 1.46 2.8% 70% False False 127,702
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.83
2.618 56.77
1.618 55.51
1.000 54.73
0.618 54.25
HIGH 53.47
0.618 52.99
0.500 52.84
0.382 52.69
LOW 52.21
0.618 51.43
1.000 50.95
1.618 50.17
2.618 48.91
4.250 46.86
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 52.84 52.75
PP 52.81 52.74
S1 52.78 52.74

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

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