NYMEX Light Sweet Crude Oil Future February 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 53.25 53.14 -0.11 -0.2% 53.70
High 53.59 53.77 0.18 0.3% 55.44
Low 52.57 52.84 0.27 0.5% 51.10
Close 53.06 53.30 0.24 0.5% 52.95
Range 1.02 0.93 -0.09 -8.8% 4.34
ATR 1.70 1.65 -0.06 -3.2% 0.00
Volume 482,552 416,592 -65,960 -13.7% 1,858,253
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.09 55.63 53.81
R3 55.16 54.70 53.56
R2 54.23 54.23 53.47
R1 53.77 53.77 53.39 54.00
PP 53.30 53.30 53.30 53.42
S1 52.84 52.84 53.21 53.07
S2 52.37 52.37 53.13
S3 51.44 51.91 53.04
S4 50.51 50.98 52.79
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 53.80 51.10 2.70 5.1% 1.41 2.6% 81% False False 412,929
10 55.44 50.76 4.68 8.8% 1.39 2.6% 54% False False 379,166
20 55.44 45.74 9.70 18.2% 1.77 3.3% 78% False False 291,079
40 55.44 43.73 11.71 22.0% 1.65 3.1% 82% False False 187,938
60 55.44 43.73 11.71 22.0% 1.53 2.9% 82% False False 137,919
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 0.38
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 57.72
2.618 56.20
1.618 55.27
1.000 54.70
0.618 54.34
HIGH 53.77
0.618 53.41
0.500 53.31
0.382 53.20
LOW 52.84
0.618 52.27
1.000 51.91
1.618 51.34
2.618 50.41
4.250 48.89
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 53.31 53.09
PP 53.30 52.88
S1 53.30 52.67

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

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