NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 52.68 53.29 0.61 1.2% 53.25
High 53.28 54.10 0.82 1.5% 53.79
Low 52.26 53.03 0.77 1.5% 52.08
Close 53.02 53.90 0.88 1.7% 53.02
Range 1.02 1.07 0.05 4.9% 1.71
ATR 1.55 1.52 -0.03 -2.2% 0.00
Volume 285,166 277,306 -7,860 -2.8% 2,049,790
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.89 56.46 54.49
R3 55.82 55.39 54.19
R2 54.75 54.75 54.10
R1 54.32 54.32 54.00 54.54
PP 53.68 53.68 53.68 53.78
S1 53.25 53.25 53.80 53.47
S2 52.61 52.61 53.70
S3 51.54 52.18 53.61
S4 50.47 51.11 53.31
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.09 57.27 53.96
R3 56.38 55.56 53.49
R2 54.67 54.67 53.33
R1 53.85 53.85 53.18 53.41
PP 52.96 52.96 52.96 52.74
S1 52.14 52.14 52.86 51.70
S2 51.25 51.25 52.71
S3 49.54 50.43 52.55
S4 47.83 48.72 52.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.10 52.08 2.02 3.7% 1.12 2.1% 90% True False 368,908
10 54.40 51.10 3.30 6.1% 1.28 2.4% 85% False False 380,424
20 55.44 45.74 9.70 18.0% 1.62 3.0% 84% False False 335,451
40 55.44 43.73 11.71 21.7% 1.64 3.0% 87% False False 218,715
60 55.44 43.73 11.71 21.7% 1.49 2.8% 87% False False 160,012
80 55.44 43.73 11.71 21.7% 1.51 2.8% 87% False False 125,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.65
2.618 56.90
1.618 55.83
1.000 55.17
0.618 54.76
HIGH 54.10
0.618 53.69
0.500 53.57
0.382 53.44
LOW 53.03
0.618 52.37
1.000 51.96
1.618 51.30
2.618 50.23
4.250 48.48
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 53.79 53.63
PP 53.68 53.36
S1 53.57 53.09

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

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