NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 50.92 52.58 1.66 3.3% 51.46
High 51.66 54.51 2.85 5.5% 52.42
Low 50.86 52.18 1.32 2.6% 49.61
Close 51.50 52.83 1.33 2.6% 51.50
Range 0.80 2.33 1.53 191.3% 2.81
ATR 1.76 1.85 0.09 5.0% 0.00
Volume 652,040 847,025 194,985 29.9% 3,492,509
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 60.16 58.83 54.11
R3 57.83 56.50 53.47
R2 55.50 55.50 53.26
R1 54.17 54.17 53.04 54.84
PP 53.17 53.17 53.17 53.51
S1 51.84 51.84 52.62 52.51
S2 50.84 50.84 52.40
S3 48.51 49.51 52.19
S4 46.18 47.18 51.55
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 54.51 49.61 4.90 9.3% 1.46 2.8% 66% True False 747,750
10 54.51 44.82 9.69 18.3% 2.00 3.8% 83% True False 802,525
20 54.51 42.95 11.56 21.9% 1.91 3.6% 85% True False 681,544
40 54.51 42.95 11.56 21.9% 1.63 3.1% 85% True False 435,390
60 54.51 42.95 11.56 21.9% 1.57 3.0% 85% True False 319,601
80 54.51 42.95 11.56 21.9% 1.55 2.9% 85% True False 247,736
100 54.51 42.34 12.17 23.0% 1.52 2.9% 86% True False 202,327
120 54.51 42.34 12.17 23.0% 1.55 2.9% 86% True False 171,362
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 64.41
2.618 60.61
1.618 58.28
1.000 56.84
0.618 55.95
HIGH 54.51
0.618 53.62
0.500 53.35
0.382 53.07
LOW 52.18
0.618 50.74
1.000 49.85
1.618 48.41
2.618 46.08
4.250 42.28
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 53.35 52.57
PP 53.17 52.32
S1 53.00 52.06

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

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