NYMEX Light Sweet Crude Oil Future May 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 55.36 55.99 0.63 1.1% 55.38
High 56.21 56.45 0.24 0.4% 55.83
Low 55.18 55.78 0.60 1.1% 54.36
Close 56.06 56.25 0.19 0.3% 55.24
Range 1.03 0.67 -0.36 -35.0% 1.47
ATR 1.51 1.45 -0.06 -4.0% 0.00
Volume 13,241 26,966 13,725 103.7% 130,344
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.17 57.88 56.62
R3 57.50 57.21 56.43
R2 56.83 56.83 56.37
R1 56.54 56.54 56.31 56.69
PP 56.16 56.16 56.16 56.23
S1 55.87 55.87 56.19 56.02
S2 55.49 55.49 56.13
S3 54.82 55.20 56.07
S4 54.15 54.53 55.88
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.55 58.87 56.05
R3 58.08 57.40 55.64
R2 56.61 56.61 55.51
R1 55.93 55.93 55.37 55.54
PP 55.14 55.14 55.14 54.95
S1 54.46 54.46 55.11 54.07
S2 53.67 53.67 54.97
S3 52.20 52.99 54.84
S4 50.73 51.52 54.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.45 54.36 2.09 3.7% 0.98 1.7% 90% True False 23,949
10 56.45 53.47 2.98 5.3% 1.11 2.0% 93% True False 26,954
20 57.10 48.45 8.65 15.4% 1.40 2.5% 90% False False 37,682
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 0.35
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 59.30
2.618 58.20
1.618 57.53
1.000 57.12
0.618 56.86
HIGH 56.45
0.618 56.19
0.500 56.12
0.382 56.04
LOW 55.78
0.618 55.37
1.000 55.11
1.618 54.70
2.618 54.03
4.250 52.93
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 56.21 55.99
PP 56.16 55.73
S1 56.12 55.47

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

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