NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 28-Dec-2016
Day Change Summary
Previous Current
27-Dec-2016 28-Dec-2016 Change Change % Previous Week
Open 53.29 53.93 0.64 1.2% 53.25
High 54.10 54.37 0.27 0.5% 53.79
Low 53.03 53.56 0.53 1.0% 52.08
Close 53.90 54.06 0.16 0.3% 53.02
Range 1.07 0.81 -0.26 -24.3% 1.71
ATR 1.52 1.47 -0.05 -3.3% 0.00
Volume 277,306 322,535 45,229 16.3% 2,049,790
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.43 56.05 54.51
R3 55.62 55.24 54.28
R2 54.81 54.81 54.21
R1 54.43 54.43 54.13 54.62
PP 54.00 54.00 54.00 54.09
S1 53.62 53.62 53.99 53.81
S2 53.19 53.19 53.91
S3 52.38 52.81 53.84
S4 51.57 52.00 53.61
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 54.37 52.08 2.29 4.2% 1.10 2.0% 86% True False 350,097
10 54.37 51.10 3.27 6.0% 1.25 2.3% 91% True False 381,513
20 55.44 46.13 9.31 17.2% 1.55 2.9% 85% False False 341,677
40 55.44 43.73 11.71 21.7% 1.60 3.0% 88% False False 224,908
60 55.44 43.73 11.71 21.7% 1.48 2.7% 88% False False 164,845
80 55.44 43.73 11.71 21.7% 1.50 2.8% 88% False False 129,814
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 57.81
2.618 56.49
1.618 55.68
1.000 55.18
0.618 54.87
HIGH 54.37
0.618 54.06
0.500 53.97
0.382 53.87
LOW 53.56
0.618 53.06
1.000 52.75
1.618 52.25
2.618 51.44
4.250 50.12
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 54.03 53.81
PP 54.00 53.56
S1 53.97 53.32

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

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