NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 51.10 52.15 1.05 2.1% 52.58
High 52.08 52.52 0.44 0.8% 54.51
Low 50.50 51.51 1.01 2.0% 49.95
Close 51.90 52.12 0.22 0.4% 51.90
Range 1.58 1.01 -0.57 -36.1% 4.56
ATR 1.80 1.74 -0.06 -3.1% 0.00
Volume 252,567 129,990 -122,577 -48.5% 2,967,704
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.08 54.61 52.68
R3 54.07 53.60 52.40
R2 53.06 53.06 52.31
R1 52.59 52.59 52.21 52.32
PP 52.05 52.05 52.05 51.92
S1 51.58 51.58 52.03 51.31
S2 51.04 51.04 51.93
S3 50.03 50.57 51.84
S4 49.02 49.56 51.56
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 65.80 63.41 54.41
R3 61.24 58.85 53.15
R2 56.68 56.68 52.74
R1 54.29 54.29 52.32 53.21
PP 52.12 52.12 52.12 51.58
S1 49.73 49.73 51.48 48.65
S2 47.56 47.56 51.06
S3 43.00 45.17 50.65
S4 38.44 40.61 49.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.41 49.95 3.46 6.6% 1.46 2.8% 63% False False 450,133
10 54.51 49.61 4.90 9.4% 1.46 2.8% 51% False False 598,942
20 54.51 44.82 9.69 18.6% 1.86 3.6% 75% False False 676,233
40 54.51 42.95 11.56 22.2% 1.69 3.2% 79% False False 476,959
60 54.51 42.95 11.56 22.2% 1.58 3.0% 79% False False 351,718
80 54.51 42.95 11.56 22.2% 1.56 3.0% 79% False False 274,078
100 54.51 42.34 12.17 23.3% 1.54 3.0% 80% False False 224,097
120 54.51 42.34 12.17 23.3% 1.53 2.9% 80% False False 189,544
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 0.38
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 56.81
2.618 55.16
1.618 54.15
1.000 53.53
0.618 53.14
HIGH 52.52
0.618 52.13
0.500 52.02
0.382 51.90
LOW 51.51
0.618 50.89
1.000 50.50
1.618 49.88
2.618 48.87
4.250 47.22
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 52.09 51.83
PP 52.05 51.53
S1 52.02 51.24

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

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