NYMEX Light Sweet Crude Oil Future March 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 54.18 54.80 0.62 1.1% 54.13
High 54.98 55.22 0.24 0.4% 54.64
Low 53.90 54.47 0.57 1.1% 52.96
Close 54.79 54.95 0.16 0.3% 53.92
Range 1.08 0.75 -0.33 -30.6% 1.68
ATR 1.49 1.43 -0.05 -3.5% 0.00
Volume 61,836 82,747 20,911 33.8% 475,061
Daily Pivots for day following 28-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.13 56.79 55.36
R3 56.38 56.04 55.16
R2 55.63 55.63 55.09
R1 55.29 55.29 55.02 55.46
PP 54.88 54.88 54.88 54.97
S1 54.54 54.54 54.88 54.71
S2 54.13 54.13 54.81
S3 53.38 53.79 54.74
S4 52.63 53.04 54.54
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 58.88 58.08 54.84
R3 57.20 56.40 54.38
R2 55.52 55.52 54.23
R1 54.72 54.72 54.07 54.28
PP 53.84 53.84 53.84 53.62
S1 53.04 53.04 53.77 52.60
S2 52.16 52.16 53.61
S3 50.48 51.36 53.46
S4 48.80 49.68 53.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.22 52.96 2.26 4.1% 1.07 2.0% 88% True False 86,078
10 55.22 52.10 3.12 5.7% 1.22 2.2% 91% True False 98,794
20 56.24 47.03 9.21 16.8% 1.51 2.7% 86% False False 134,241
40 56.24 44.49 11.75 21.4% 1.57 2.8% 89% False False 103,562
60 56.24 44.49 11.75 21.4% 1.44 2.6% 89% False False 83,507
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 0.40
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 58.41
2.618 57.18
1.618 56.43
1.000 55.97
0.618 55.68
HIGH 55.22
0.618 54.93
0.500 54.85
0.382 54.76
LOW 54.47
0.618 54.01
1.000 53.72
1.618 53.26
2.618 52.51
4.250 51.28
Fisher Pivots for day following 28-Dec-2016
Pivot 1 day 3 day
R1 54.92 54.70
PP 54.88 54.44
S1 54.85 54.19

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

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