NYMEX Light Sweet Crude Oil Future April 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 54.94 55.44 0.50 0.9% 54.81
High 55.68 55.92 0.24 0.4% 55.31
Low 54.63 55.18 0.55 1.0% 53.70
Close 55.51 55.67 0.16 0.3% 54.65
Range 1.05 0.74 -0.31 -29.5% 1.61
ATR 1.45 1.40 -0.05 -3.5% 0.00
Volume 20,141 37,207 17,066 84.7% 209,793
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.81 57.48 56.08
R3 57.07 56.74 55.87
R2 56.33 56.33 55.81
R1 56.00 56.00 55.74 56.17
PP 55.59 55.59 55.59 55.67
S1 55.26 55.26 55.60 55.43
S2 54.85 54.85 55.53
S3 54.11 54.52 55.47
S4 53.37 53.78 55.26
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.38 58.63 55.54
R3 57.77 57.02 55.09
R2 56.16 56.16 54.95
R1 55.41 55.41 54.80 54.98
PP 54.55 54.55 54.55 54.34
S1 53.80 53.80 54.50 53.37
S2 52.94 52.94 54.35
S3 51.33 52.19 54.21
S4 49.72 50.58 53.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.92 53.70 2.22 4.0% 1.04 1.9% 89% True False 38,113
10 55.92 52.88 3.04 5.5% 1.17 2.1% 92% True False 43,256
20 56.72 47.85 8.87 15.9% 1.45 2.6% 88% False False 61,061
40 56.72 45.18 11.54 20.7% 1.51 2.7% 91% False False 49,041
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 59.07
2.618 57.86
1.618 57.12
1.000 56.66
0.618 56.38
HIGH 55.92
0.618 55.64
0.500 55.55
0.382 55.46
LOW 55.18
0.618 54.72
1.000 54.44
1.618 53.98
2.618 53.24
4.250 52.04
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 55.63 55.41
PP 55.59 55.16
S1 55.55 54.90

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

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