NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 15-Dec-2016

Day Change Summary
	Previous	Current
	14-Dec-2016	15-Dec-2016	Change	Change %	Previous Week
Open	54.98	53.60	-1.38	-2.5%	54.03
High	55.38	54.13	-1.25	-2.3%	54.86
Low	53.45	52.88	-0.57	-1.1%	52.56
Close	53.77	53.62	-0.15	-0.3%	53.94
Range	1.93	1.25	-0.68	-35.2%	2.30
ATR	1.72	1.68	-0.03	-1.9%	0.00
Volume	69,933	64,571	-5,362	-7.7%	369,586

Daily Pivots for day following 15-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.29	56.71	54.31
R3	56.04	55.46	53.96
R2	54.79	54.79	53.85
R1	54.21	54.21	53.73	54.50
PP	53.54	53.54	53.54	53.69
S1	52.96	52.96	53.51	53.25
S2	52.29	52.29	53.39
S3	51.04	51.71	53.28
S4	49.79	50.46	52.93

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	52.88	3.84	7.2%	1.43	2.7%	19%	False	True	74,336
10	56.72	52.56	4.16	7.8%	1.35	2.5%	25%	False	False	73,465
20	56.72	47.34	9.38	17.5%	1.72	3.2%	67%	False	False	61,693

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.44
2.618	57.40
1.618	56.15
1.000	55.38
0.618	54.90
HIGH	54.13
0.618	53.65
0.500	53.51
0.382	53.36
LOW	52.88
0.618	52.11
1.000	51.63
1.618	50.86
2.618	49.61
4.250	47.57

Fisher Pivots for day following 15-Dec-2016
Pivot	1 day	3 day
R1	53.58	54.43
PP	53.54	54.16
S1	53.51	53.89

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols