NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 13-Dec-2016
Day Change Summary
Previous Current
12-Dec-2016 13-Dec-2016 Change Change % Previous Week
Open 53.70 53.59 -0.11 -0.2% 52.57
High 55.44 54.40 -1.04 -1.9% 53.38
Low 53.15 53.31 0.16 0.3% 50.76
Close 53.75 53.94 0.19 0.4% 52.44
Range 2.29 1.09 -1.20 -52.4% 2.62
ATR 1.81 1.76 -0.05 -2.8% 0.00
Volume 381,103 311,649 -69,454 -18.2% 1,442,685
Daily Pivots for day following 13-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.15 56.64 54.54
R3 56.06 55.55 54.24
R2 54.97 54.97 54.14
R1 54.46 54.46 54.04 54.72
PP 53.88 53.88 53.88 54.01
S1 53.37 53.37 53.84 53.63
S2 52.79 52.79 53.74
S3 51.70 52.28 53.64
S4 50.61 51.19 53.34
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% 1.36 2.5% 68% False False 345,403
10 55.44 46.13 9.31 17.3% 1.85 3.4% 84% False False 301,840
20 55.44 44.84 10.60 19.7% 1.85 3.4% 86% False False 214,935
40 55.44 43.73 11.71 21.7% 1.60 3.0% 87% False False 142,681
60 55.44 43.73 11.71 21.7% 1.53 2.8% 87% False False 105,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.03
2.618 57.25
1.618 56.16
1.000 55.49
0.618 55.07
HIGH 54.40
0.618 53.98
0.500 53.86
0.382 53.73
LOW 53.31
0.618 52.64
1.000 52.22
1.618 51.55
2.618 50.46
4.250 48.68
Fisher Pivots for day following 13-Dec-2016
Pivot 1 day 3 day
R1 53.91 53.83
PP 53.88 53.73
S1 53.86 53.62

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

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