NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 54.34 53.41 -0.93 -1.7% 54.20
High 54.64 54.08 -0.56 -1.0% 56.24
Low 53.25 52.96 -0.29 -0.5% 52.10
Close 53.38 53.86 0.48 0.9% 53.87
Range 1.39 1.12 -0.27 -19.4% 4.14
ATR 1.59 1.56 -0.03 -2.1% 0.00
Volume 133,736 99,061 -34,675 -25.9% 761,397
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.99 56.55 54.48
R3 55.87 55.43 54.17
R2 54.75 54.75 54.07
R1 54.31 54.31 53.96 54.53
PP 53.63 53.63 53.63 53.75
S1 53.19 53.19 53.76 53.41
S2 52.51 52.51 53.65
S3 51.39 52.07 53.55
S4 50.27 50.95 53.24
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 52.52 2.12 3.9% 1.20 2.2% 63% False False 99,869
10 56.24 52.10 4.14 7.7% 1.34 2.5% 43% False False 137,454
20 56.24 46.62 9.62 17.9% 1.70 3.2% 75% False False 134,937
40 56.24 44.49 11.75 21.8% 1.60 3.0% 80% False False 101,785
60 56.24 44.49 11.75 21.8% 1.47 2.7% 80% False False 81,876
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.84
2.618 57.01
1.618 55.89
1.000 55.20
0.618 54.77
HIGH 54.08
0.618 53.65
0.500 53.52
0.382 53.39
LOW 52.96
0.618 52.27
1.000 51.84
1.618 51.15
2.618 50.03
4.250 48.20
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 53.75 53.84
PP 53.63 53.82
S1 53.52 53.80

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

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