NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 52.52 52.68 0.16 0.3% 53.25
High 53.19 53.28 0.09 0.2% 53.79
Low 52.08 52.26 0.18 0.3% 52.08
Close 52.95 53.02 0.07 0.1% 53.02
Range 1.11 1.02 -0.09 -8.1% 1.71
ATR 1.60 1.55 -0.04 -2.6% 0.00
Volume 393,487 285,166 -108,321 -27.5% 2,049,790
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.91 55.49 53.58
R3 54.89 54.47 53.30
R2 53.87 53.87 53.21
R1 53.45 53.45 53.11 53.66
PP 52.85 52.85 52.85 52.96
S1 52.43 52.43 52.93 52.64
S2 51.83 51.83 52.83
S3 50.81 51.41 52.74
S4 49.79 50.39 52.46
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.09 57.27 53.96
R3 56.38 55.56 53.49
R2 54.67 54.67 53.33
R1 53.85 53.85 53.18 53.41
PP 52.96 52.96 52.96 52.74
S1 52.14 52.14 52.86 51.70
S2 51.25 51.25 52.71
S3 49.54 50.43 52.55
S4 47.83 48.72 52.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.79 52.08 1.71 3.2% 1.11 2.1% 55% False False 409,958
10 55.44 51.10 4.34 8.2% 1.40 2.6% 44% False False 390,804
20 55.44 45.74 9.70 18.3% 1.69 3.2% 75% False False 329,207
40 55.44 43.73 11.71 22.1% 1.64 3.1% 79% False False 212,811
60 55.44 43.73 11.71 22.1% 1.49 2.8% 79% False False 155,741
80 55.44 43.73 11.71 22.1% 1.52 2.9% 79% False False 122,749
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 True
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.62
2.618 55.95
1.618 54.93
1.000 54.30
0.618 53.91
HIGH 53.28
0.618 52.89
0.500 52.77
0.382 52.65
LOW 52.26
0.618 51.63
1.000 51.24
1.618 50.61
2.618 49.59
4.250 47.93
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 52.94 52.99
PP 52.85 52.96
S1 52.77 52.94

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

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