NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 12-Dec-2016
Day Change Summary
Previous Current
09-Dec-2016 12-Dec-2016 Change Change % Previous Week
Open 51.89 53.70 1.81 3.5% 52.57
High 52.60 55.44 2.84 5.4% 53.38
Low 51.80 53.15 1.35 2.6% 50.76
Close 52.44 53.75 1.31 2.5% 52.44
Range 0.80 2.29 1.49 186.3% 2.62
ATR 1.72 1.81 0.09 5.3% 0.00
Volume 320,171 381,103 60,932 19.0% 1,442,685
Daily Pivots for day following 12-Dec-2016
Classic Woodie Camarilla DeMark
R4 60.98 59.66 55.01
R3 58.69 57.37 54.38
R2 56.40 56.40 54.17
R1 55.08 55.08 53.96 55.74
PP 54.11 54.11 54.11 54.45
S1 52.79 52.79 53.54 53.45
S2 51.82 51.82 53.33
S3 49.53 50.50 53.12
S4 47.24 48.21 52.49
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 60.05 58.87 53.88
R3 57.43 56.25 53.16
R2 54.81 54.81 52.92
R1 53.63 53.63 52.68 52.91
PP 52.19 52.19 52.19 51.84
S1 51.01 51.01 52.20 50.29
S2 49.57 49.57 51.96
S3 46.95 48.39 51.72
S4 44.33 45.77 51.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.44 50.76 4.68 8.7% 1.40 2.6% 64% True False 325,933
10 55.44 45.74 9.70 18.0% 1.95 3.6% 83% True False 290,477
20 55.44 43.73 11.71 21.8% 1.87 3.5% 86% True False 204,614
40 55.44 43.73 11.71 21.8% 1.60 3.0% 86% True False 135,679
60 55.44 43.73 11.71 21.8% 1.53 2.8% 86% True False 101,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 65.17
2.618 61.44
1.618 59.15
1.000 57.73
0.618 56.86
HIGH 55.44
0.618 54.57
0.500 54.30
0.382 54.02
LOW 53.15
0.618 51.73
1.000 50.86
1.618 49.44
2.618 47.15
4.250 43.42
Fisher Pivots for day following 12-Dec-2016
Pivot 1 day 3 day
R1 54.30 53.53
PP 54.11 53.32
S1 53.93 53.10

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

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