NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 04-Jan-2017

Day Change Summary
	Previous	Current
	03-Jan-2017	04-Jan-2017	Change	Change %	Previous Week
Open	56.37	55.08	-1.29	-2.3%	55.36
High	57.50	55.90	-1.60	-2.8%	56.49
Low	54.68	54.66	-0.02	0.0%	55.18
Close	54.81	55.75	0.94	1.7%	56.05
Range	2.82	1.24	-1.58	-56.0%	1.31
ATR	1.44	1.43	-0.01	-1.0%	0.00
Volume	67,826	30,524	-37,302	-55.0%	87,708

Daily Pivots for day following 04-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.16	58.69	56.43
R3	57.92	57.45	56.09
R2	56.68	56.68	55.98
R1	56.21	56.21	55.86	56.45
PP	55.44	55.44	55.44	55.55
S1	54.97	54.97	55.64	55.21
S2	54.20	54.20	55.52
S3	52.96	53.73	55.41
S4	51.72	52.49	55.07

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	57.50	54.66	2.84	5.1%	1.20	2.2%	38%	False	True	34,563
10	57.50	54.36	3.14	5.6%	1.12	2.0%	44%	False	False	28,933
20	57.50	53.15	4.35	7.8%	1.18	2.1%	60%	False	False	33,974

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.17
2.618	59.15
1.618	57.91
1.000	57.14
0.618	56.67
HIGH	55.90
0.618	55.43
0.500	55.28
0.382	55.13
LOW	54.66
0.618	53.89
1.000	53.42
1.618	52.65
2.618	51.41
4.250	49.39

Fisher Pivots for day following 04-Jan-2017
Pivot	1 day	3 day
R1	55.59	56.08
PP	55.44	55.97
S1	55.28	55.86

Download as Excel Spreadsheet

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

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