NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 52.76 53.57 0.81 1.5% 53.33
High 53.91 54.34 0.43 0.8% 54.08
Low 52.64 53.35 0.71 1.3% 52.21
Close 53.88 53.54 -0.34 -0.6% 53.17
Range 1.27 0.99 -0.28 -22.0% 1.87
ATR 1.34 1.31 -0.02 -1.9% 0.00
Volume 577,243 492,553 -84,690 -14.7% 2,638,948
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 56.71 56.12 54.08
R3 55.72 55.13 53.81
R2 54.73 54.73 53.72
R1 54.14 54.14 53.63 53.94
PP 53.74 53.74 53.74 53.65
S1 53.15 53.15 53.45 52.95
S2 52.75 52.75 53.36
S3 51.76 52.16 53.27
S4 50.77 51.17 53.00
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 58.76 57.84 54.20
R3 56.89 55.97 53.68
R2 55.02 55.02 53.51
R1 54.10 54.10 53.34 53.63
PP 53.15 53.15 53.15 52.92
S1 52.23 52.23 53.00 51.76
S2 51.28 51.28 52.83
S3 49.41 50.36 52.66
S4 47.54 48.49 52.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.34 52.24 2.10 3.9% 1.23 2.3% 62% True False 527,667
10 54.34 52.13 2.21 4.1% 1.20 2.2% 64% True False 534,896
20 55.20 51.59 3.61 6.7% 1.32 2.5% 54% False False 439,317
40 56.24 51.59 4.65 8.7% 1.30 2.4% 42% False False 286,272
60 56.24 44.49 11.75 21.9% 1.49 2.8% 77% False False 221,401
80 56.24 44.49 11.75 21.9% 1.43 2.7% 77% False False 178,061
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.23
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.55
2.618 56.93
1.618 55.94
1.000 55.33
0.618 54.95
HIGH 54.34
0.618 53.96
0.500 53.85
0.382 53.73
LOW 53.35
0.618 52.74
1.000 52.36
1.618 51.75
2.618 50.76
4.250 49.14
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 53.85 53.46
PP 53.74 53.37
S1 53.64 53.29

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

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