NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 09-Dec-2016
Day Change Summary
Previous Current
08-Dec-2016 09-Dec-2016 Change Change % Previous Week
Open 49.88 50.92 1.04 2.1% 51.46
High 50.98 51.66 0.68 1.3% 52.42
Low 49.61 50.86 1.25 2.5% 49.61
Close 50.84 51.50 0.66 1.3% 51.50
Range 1.37 0.80 -0.57 -41.6% 2.81
ATR 1.84 1.76 -0.07 -4.0% 0.00
Volume 780,062 652,040 -128,022 -16.4% 3,492,509
Daily Pivots for day following 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 53.74 53.42 51.94
R3 52.94 52.62 51.72
R2 52.14 52.14 51.65
R1 51.82 51.82 51.57 51.98
PP 51.34 51.34 51.34 51.42
S1 51.02 51.02 51.43 51.18
S2 50.54 50.54 51.35
S3 49.74 50.22 51.28
S4 48.94 49.42 51.06
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.61 58.36 53.05
R3 56.80 55.55 52.27
R2 53.99 53.99 52.02
R1 52.74 52.74 51.76 53.37
PP 51.18 51.18 51.18 51.49
S1 49.93 49.93 51.24 50.56
S2 48.37 48.37 50.98
S3 45.56 47.12 50.73
S4 42.75 44.31 49.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.42 49.61 2.81 5.5% 1.29 2.5% 67% False False 698,501
10 52.42 44.82 7.60 14.8% 2.02 3.9% 88% False False 791,261
20 52.42 42.95 9.47 18.4% 1.88 3.6% 90% False False 654,030
40 52.68 42.95 9.73 18.9% 1.60 3.1% 88% False False 417,711
60 52.74 42.95 9.79 19.0% 1.55 3.0% 87% False False 306,022
80 52.74 42.95 9.79 19.0% 1.54 3.0% 87% False False 237,492
100 52.74 42.34 10.40 20.2% 1.52 2.9% 88% False False 193,997
120 52.74 42.34 10.40 20.2% 1.54 3.0% 88% False False 164,392
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 55.06
2.618 53.75
1.618 52.95
1.000 52.46
0.618 52.15
HIGH 51.66
0.618 51.35
0.500 51.26
0.382 51.17
LOW 50.86
0.618 50.37
1.000 50.06
1.618 49.57
2.618 48.77
4.250 47.46
Fisher Pivots for day following 09-Dec-2016
Pivot 1 day 3 day
R1 51.42 51.21
PP 51.34 50.92
S1 51.26 50.64

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

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