NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 52.58 52.51 -0.07 -0.1% 51.46
High 54.51 53.41 -1.10 -2.0% 52.42
Low 52.18 52.35 0.17 0.3% 49.61
Close 52.83 52.98 0.15 0.3% 51.50
Range 2.33 1.06 -1.27 -54.5% 2.81
ATR 1.85 1.80 -0.06 -3.1% 0.00
Volume 847,025 638,396 -208,629 -24.6% 3,492,509
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.09 55.60 53.56
R3 55.03 54.54 53.27
R2 53.97 53.97 53.17
R1 53.48 53.48 53.08 53.73
PP 52.91 52.91 52.91 53.04
S1 52.42 52.42 52.88 52.67
S2 51.85 51.85 52.79
S3 50.79 51.36 52.69
S4 49.73 50.30 52.40
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 9.2% 1.41 2.7% 69% False False 746,880
10 54.51 45.22 9.29 17.5% 1.89 3.6% 84% False False 793,083
20 54.51 44.14 10.37 19.6% 1.89 3.6% 85% False False 694,539
40 54.51 42.95 11.56 21.8% 1.63 3.1% 87% False False 449,480
60 54.51 42.95 11.56 21.8% 1.57 3.0% 87% False False 329,799
80 54.51 42.95 11.56 21.8% 1.55 2.9% 87% False False 255,305
100 54.51 42.34 12.17 23.0% 1.52 2.9% 87% False False 208,612
120 54.51 42.34 12.17 23.0% 1.55 2.9% 87% False False 176,603
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.92
2.618 56.19
1.618 55.13
1.000 54.47
0.618 54.07
HIGH 53.41
0.618 53.01
0.500 52.88
0.382 52.75
LOW 52.35
0.618 51.69
1.000 51.29
1.618 50.63
2.618 49.57
4.250 47.85
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 52.95 52.88
PP 52.91 52.78
S1 52.88 52.69

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

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