NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 53.14 53.56 0.42 0.8% 53.70
High 53.77 53.79 0.02 0.0% 55.44
Low 52.84 52.32 -0.52 -1.0% 51.10
Close 53.30 52.49 -0.81 -1.5% 52.95
Range 0.93 1.47 0.54 58.1% 4.34
ATR 1.65 1.63 -0.01 -0.8% 0.00
Volume 416,592 471,993 55,401 13.3% 1,858,253
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.28 56.35 53.30
R3 55.81 54.88 52.89
R2 54.34 54.34 52.76
R1 53.41 53.41 52.62 53.14
PP 52.87 52.87 52.87 52.73
S1 51.94 51.94 52.36 51.67
S2 51.40 51.40 52.22
S3 49.93 50.47 52.09
S4 48.46 49.00 51.68
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 53.79 51.10 2.69 5.1% 1.29 2.5% 52% True False 435,950
10 55.44 50.76 4.68 8.9% 1.39 2.7% 37% False False 392,197
20 55.44 45.74 9.70 18.5% 1.74 3.3% 70% False False 304,613
40 55.44 43.73 11.71 22.3% 1.64 3.1% 75% False False 198,563
60 55.44 43.73 11.71 22.3% 1.53 2.9% 75% False False 145,457
80 55.44 43.73 11.71 22.3% 1.53 2.9% 75% False False 114,773
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.04
2.618 57.64
1.618 56.17
1.000 55.26
0.618 54.70
HIGH 53.79
0.618 53.23
0.500 53.06
0.382 52.88
LOW 52.32
0.618 51.41
1.000 50.85
1.618 49.94
2.618 48.47
4.250 46.07
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 53.06 53.06
PP 52.87 52.87
S1 52.68 52.68

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

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