NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 53.94 54.34 0.40 0.7% 54.20
High 54.64 54.64 0.00 0.0% 56.24
Low 53.69 53.25 -0.44 -0.8% 52.10
Close 54.19 53.38 -0.81 -1.5% 53.87
Range 0.95 1.39 0.44 46.3% 4.14
ATR 1.60 1.59 -0.02 -1.0% 0.00
Volume 98,819 133,736 34,917 35.3% 761,397
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.93 57.04 54.14
R3 56.54 55.65 53.76
R2 55.15 55.15 53.63
R1 54.26 54.26 53.51 54.01
PP 53.76 53.76 53.76 53.63
S1 52.87 52.87 53.25 52.62
S2 52.37 52.37 53.13
S3 50.98 51.48 53.00
S4 49.59 50.09 52.62
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 66.49 64.32 56.15
R3 62.35 60.18 55.01
R2 58.21 58.21 54.63
R1 56.04 56.04 54.25 55.06
PP 54.07 54.07 54.07 53.58
S1 51.90 51.90 53.49 50.92
S2 49.93 49.93 53.11
S3 45.79 47.76 52.73
S4 41.65 43.62 51.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.64 52.10 2.54 4.8% 1.24 2.3% 50% True False 109,322
10 56.24 51.80 4.44 8.3% 1.34 2.5% 36% False False 147,615
20 56.24 46.62 9.62 18.0% 1.70 3.2% 70% False False 133,305
40 56.24 44.49 11.75 22.0% 1.60 3.0% 76% False False 100,709
60 56.24 44.49 11.75 22.0% 1.50 2.8% 76% False False 80,950
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 60.55
2.618 58.28
1.618 56.89
1.000 56.03
0.618 55.50
HIGH 54.64
0.618 54.11
0.500 53.95
0.382 53.78
LOW 53.25
0.618 52.39
1.000 51.86
1.618 51.00
2.618 49.61
4.250 47.34
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 53.95 53.95
PP 53.76 53.76
S1 53.57 53.57

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

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