NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 52.15 52.11 -0.04 -0.1% 52.58
High 52.52 52.70 0.18 0.3% 54.51
Low 51.51 51.84 0.33 0.6% 49.95
Close 52.12 52.23 0.11 0.2% 51.90
Range 1.01 0.86 -0.15 -14.9% 4.56
ATR 1.74 1.68 -0.06 -3.6% 0.00
Volume 129,990 17,494 -112,496 -86.5% 2,967,704
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 54.84 54.39 52.70
R3 53.98 53.53 52.47
R2 53.12 53.12 52.39
R1 52.67 52.67 52.31 52.90
PP 52.26 52.26 52.26 52.37
S1 51.81 51.81 52.15 52.04
S2 51.40 51.40 52.07
S3 50.54 50.95 51.99
S4 49.68 50.09 51.76
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 52.78 49.95 2.83 5.4% 1.42 2.7% 81% False False 325,953
10 54.51 49.61 4.90 9.4% 1.41 2.7% 53% False False 536,416
20 54.51 44.82 9.69 18.6% 1.81 3.5% 76% False False 643,842
40 54.51 42.95 11.56 22.1% 1.67 3.2% 80% False False 472,767
60 54.51 42.95 11.56 22.1% 1.57 3.0% 80% False False 351,300
80 54.51 42.95 11.56 22.1% 1.56 3.0% 80% False False 273,937
100 54.51 42.34 12.17 23.3% 1.53 2.9% 81% False False 224,124
120 54.51 42.34 12.17 23.3% 1.53 2.9% 81% False False 189,577
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 56.36
2.618 54.95
1.618 54.09
1.000 53.56
0.618 53.23
HIGH 52.70
0.618 52.37
0.500 52.27
0.382 52.17
LOW 51.84
0.618 51.31
1.000 50.98
1.618 50.45
2.618 49.59
4.250 48.19
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 52.27 52.02
PP 52.26 51.81
S1 52.24 51.60

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

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