NYMEX Light Sweet Crude Oil Future May 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 55.77 56.33 0.56 1.0% 55.36
High 56.49 56.38 -0.11 -0.2% 56.49
Low 55.77 55.81 0.04 0.1% 55.18
Close 56.11 56.05 -0.06 -0.1% 56.05
Range 0.72 0.57 -0.15 -20.8% 1.31
ATR 1.39 1.34 -0.06 -4.2% 0.00
Volume 32,881 14,620 -18,261 -55.5% 87,708
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.79 57.49 56.36
R3 57.22 56.92 56.21
R2 56.65 56.65 56.15
R1 56.35 56.35 56.10 56.22
PP 56.08 56.08 56.08 56.01
S1 55.78 55.78 56.00 55.65
S2 55.51 55.51 55.95
S3 54.94 55.21 55.89
S4 54.37 54.64 55.74
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.84 59.25 56.77
R3 58.53 57.94 56.41
R2 57.22 57.22 56.29
R1 56.63 56.63 56.17 56.93
PP 55.91 55.91 55.91 56.05
S1 55.32 55.32 55.93 55.62
S2 54.60 54.60 55.81
S3 53.29 54.01 55.69
S4 51.98 52.70 55.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.49 54.48 2.01 3.6% 0.78 1.4% 78% False False 19,638
10 56.49 53.82 2.67 4.8% 0.94 1.7% 84% False False 24,020
20 57.10 53.05 4.05 7.2% 1.12 2.0% 74% False False 33,468
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 58.80
2.618 57.87
1.618 57.30
1.000 56.95
0.618 56.73
HIGH 56.38
0.618 56.16
0.500 56.10
0.382 56.03
LOW 55.81
0.618 55.46
1.000 55.24
1.618 54.89
2.618 54.32
4.250 53.39
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 56.10 56.13
PP 56.08 56.10
S1 56.07 56.08

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

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