NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 12-Dec-2016

Day Change Summary
	Previous	Current
	09-Dec-2016	12-Dec-2016	Change	Change %	Previous Week
Open	53.48	54.83	1.35	2.5%	54.03
High	54.05	56.72	2.67	4.9%	54.86
Low	53.40	54.55	1.15	2.2%	52.56
Close	53.94	55.20	1.26	2.3%	53.94
Range	0.65	2.17	1.52	233.8%	2.30
ATR	1.66	1.74	0.08	4.8%	0.00
Volume	81,542	88,130	6,588	8.1%	369,586

Daily Pivots for day following 12-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.00	60.77	56.39
R3	59.83	58.60	55.80
R2	57.66	57.66	55.60
R1	56.43	56.43	55.40	57.05
PP	55.49	55.49	55.49	55.80
S1	54.26	54.26	55.00	54.88
S2	53.32	53.32	54.80
S3	51.15	52.09	54.60
S4	48.98	49.92	54.01

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.69	59.61	55.21
R3	58.39	57.31	54.57
R2	56.09	56.09	54.36
R1	55.01	55.01	54.15	54.40
PP	53.79	53.79	53.79	53.48
S1	52.71	52.71	53.73	52.10
S2	51.49	51.49	53.52
S3	49.19	50.41	53.31
S4	46.89	48.11	52.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.72	52.56	4.16	7.5%	1.26	2.3%	63%	True	False	75,806
10	56.72	47.34	9.38	17.0%	1.83	3.3%	84%	True	False	75,484
20	56.72	45.18	11.54	20.9%	1.76	3.2%	87%	True	False	57,097

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	65.94
2.618	62.40
1.618	60.23
1.000	58.89
0.618	58.06
HIGH	56.72
0.618	55.89
0.500	55.64
0.382	55.38
LOW	54.55
0.618	53.21
1.000	52.38
1.618	51.04
2.618	48.87
4.250	45.33

Fisher Pivots for day following 12-Dec-2016
Pivot	1 day	3 day
R1	55.64	55.01
PP	55.49	54.83
S1	55.35	54.64

Download as Excel Spreadsheet

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

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