NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	51.83	50.81	-1.02	-2.0%	54.20
High	52.37	52.78	0.41	0.8%	55.24
Low	50.71	50.75	0.04	0.1%	52.11
Close	50.82	52.25	1.43	2.8%	53.99
Range	1.66	2.03	0.37	22.3%	3.13
ATR	1.50	1.54	0.04	2.5%	0.00
Volume	632,573	815,846	183,273	29.0%	2,286,129

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.02	57.16	53.37
R3	55.99	55.13	52.81
R2	53.96	53.96	52.62
R1	53.10	53.10	52.44	53.53
PP	51.93	51.93	51.93	52.14
S1	51.07	51.07	52.06	51.50
S2	49.90	49.90	51.88
S3	47.87	49.04	51.69
S4	45.84	47.01	51.13

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.17	61.71	55.71
R3	60.04	58.58	54.85
R2	56.91	56.91	54.56
R1	55.45	55.45	54.28	54.62
PP	53.78	53.78	53.78	53.36
S1	52.32	52.32	53.70	51.49
S2	50.65	50.65	53.42
S3	47.52	49.19	53.13
S4	44.39	46.06	52.27

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.32	50.71	3.61	6.9%	1.62	3.1%	43%	False	False	611,801
10	55.24	50.71	4.53	8.7%	1.47	2.8%	34%	False	False	525,326
20	55.24	50.71	4.53	8.7%	1.38	2.6%	34%	False	False	452,875
40	55.44	43.73	11.71	22.4%	1.62	3.1%	73%	False	False	328,745
60	55.44	43.73	11.71	22.4%	1.53	2.9%	73%	False	False	241,411
80	55.44	43.73	11.71	22.4%	1.49	2.9%	73%	False	False	188,983

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.41
2.618	58.09
1.618	56.06
1.000	54.81
0.618	54.03
HIGH	52.78
0.618	52.00
0.500	51.77
0.382	51.53
LOW	50.75
0.618	49.50
1.000	48.72
1.618	47.47
2.618	45.44
4.250	42.12

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	52.09	52.27
PP	51.93	52.26
S1	51.77	52.26

Download as Excel Spreadsheet

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

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