NYMEX Light Sweet Crude Oil Future February 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 52.19 53.25 1.06 2.0% 53.70
High 53.15 53.59 0.44 0.8% 55.44
Low 51.57 52.57 1.00 1.9% 51.10
Close 52.95 53.06 0.11 0.2% 52.95
Range 1.58 1.02 -0.56 -35.4% 4.34
ATR 1.75 1.70 -0.05 -3.0% 0.00
Volume 413,536 482,552 69,016 16.7% 1,858,253
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.13 55.62 53.62
R3 55.11 54.60 53.34
R2 54.09 54.09 53.25
R1 53.58 53.58 53.15 53.33
PP 53.07 53.07 53.07 52.95
S1 52.56 52.56 52.97 52.31
S2 52.05 52.05 52.87
S3 51.03 51.54 52.78
S4 50.01 50.52 52.50
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 66.18 63.91 55.34
R3 61.84 59.57 54.14
R2 57.50 57.50 53.75
R1 55.23 55.23 53.35 54.20
PP 53.16 53.16 53.16 52.65
S1 50.89 50.89 52.55 49.86
S2 48.82 48.82 52.15
S3 44.48 46.55 51.76
S4 40.14 42.21 50.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.40 51.10 3.30 6.2% 1.44 2.7% 59% False False 391,940
10 55.44 50.76 4.68 8.8% 1.42 2.7% 49% False False 358,937
20 55.44 45.74 9.70 18.3% 1.82 3.4% 75% False False 278,661
40 55.44 43.73 11.71 22.1% 1.65 3.1% 80% False False 179,307
60 55.44 43.73 11.71 22.1% 1.55 2.9% 80% False False 131,294
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 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 57.93
2.618 56.26
1.618 55.24
1.000 54.61
0.618 54.22
HIGH 53.59
0.618 53.20
0.500 53.08
0.382 52.96
LOW 52.57
0.618 51.94
1.000 51.55
1.618 50.92
2.618 49.90
4.250 48.24
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 53.08 52.82
PP 53.07 52.58
S1 53.07 52.35

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

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