NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 52.45 50.79 -1.66 -3.2% 51.46
High 52.78 51.48 -1.30 -2.5% 52.42
Low 50.67 49.95 -0.72 -1.4% 49.61
Close 51.04 50.90 -0.14 -0.3% 51.50
Range 2.11 1.53 -0.58 -27.5% 2.81
ATR 1.83 1.81 -0.02 -1.2% 0.00
Volume 677,957 551,759 -126,198 -18.6% 3,492,509
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.37 54.66 51.74
R3 53.84 53.13 51.32
R2 52.31 52.31 51.18
R1 51.60 51.60 51.04 51.96
PP 50.78 50.78 50.78 50.95
S1 50.07 50.07 50.76 50.43
S2 49.25 49.25 50.62
S3 47.72 48.54 50.48
S4 46.19 47.01 50.06
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 54.51 49.95 4.56 9.0% 1.57 3.1% 21% False True 673,435
10 54.51 49.61 4.90 9.6% 1.50 3.0% 26% False False 687,474
20 54.51 44.82 9.69 19.0% 1.88 3.7% 63% False False 714,671
40 54.51 42.95 11.56 22.7% 1.67 3.3% 69% False False 475,350
60 54.51 42.95 11.56 22.7% 1.59 3.1% 69% False False 347,672
80 54.51 42.95 11.56 22.7% 1.56 3.1% 69% False False 269,924
100 54.51 42.34 12.17 23.9% 1.54 3.0% 70% False False 220,556
120 54.51 42.34 12.17 23.9% 1.54 3.0% 70% False False 186,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.98
2.618 55.49
1.618 53.96
1.000 53.01
0.618 52.43
HIGH 51.48
0.618 50.90
0.500 50.72
0.382 50.53
LOW 49.95
0.618 49.00
1.000 48.42
1.618 47.47
2.618 45.94
4.250 43.45
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 50.84 51.68
PP 50.78 51.42
S1 50.72 51.16

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

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