NYMEX Light Sweet Crude Oil Future February 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 53.42 51.84 -1.58 -3.0% 52.57
High 53.80 52.55 -1.25 -2.3% 53.38
Low 51.74 51.10 -0.64 -1.2% 50.76
Close 52.09 51.97 -0.12 -0.2% 52.44
Range 2.06 1.45 -0.61 -29.6% 2.62
ATR 1.79 1.77 -0.02 -1.4% 0.00
Volume 356,887 395,078 38,191 10.7% 1,442,685
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.22 55.55 52.77
R3 54.77 54.10 52.37
R2 53.32 53.32 52.24
R1 52.65 52.65 52.10 52.99
PP 51.87 51.87 51.87 52.04
S1 51.20 51.20 51.84 51.54
S2 50.42 50.42 51.70
S3 48.97 49.75 51.57
S4 47.52 48.30 51.17
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 60.05 58.87 53.88
R3 57.43 56.25 53.16
R2 54.81 54.81 52.92
R1 53.63 53.63 52.68 52.91
PP 52.19 52.19 52.19 51.84
S1 51.01 51.01 52.20 50.29
S2 49.57 49.57 51.96
S3 46.95 48.39 51.72
S4 44.33 45.77 51.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.44 51.10 4.34 8.4% 1.54 3.0% 20% False True 352,977
10 55.44 50.76 4.68 9.0% 1.46 2.8% 26% False False 306,831
20 55.44 45.74 9.70 18.7% 1.83 3.5% 64% False False 242,643
40 55.44 43.73 11.71 22.5% 1.64 3.2% 70% False False 159,682
60 55.44 43.73 11.71 22.5% 1.56 3.0% 70% False False 117,684
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.71
2.618 56.35
1.618 54.90
1.000 54.00
0.618 53.45
HIGH 52.55
0.618 52.00
0.500 51.83
0.382 51.65
LOW 51.10
0.618 50.20
1.000 49.65
1.618 48.75
2.618 47.30
4.250 44.94
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 51.92 52.75
PP 51.87 52.49
S1 51.83 52.23

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

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