NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 29-Dec-2016

Day Change Summary
	Previous	Current
	28-Dec-2016	29-Dec-2016	Change	Change %	Previous Week
Open	55.44	55.26	-0.18	-0.3%	54.81
High	55.92	55.91	-0.01	0.0%	55.31
Low	55.18	55.11	-0.07	-0.1%	53.70
Close	55.67	55.49	-0.18	-0.3%	54.65
Range	0.74	0.80	0.06	8.1%	1.61
ATR	1.40	1.35	-0.04	-3.1%	0.00
Volume	37,207	59,366	22,159	59.6%	209,793

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.90	57.50	55.93
R3	57.10	56.70	55.71
R2	56.30	56.30	55.64
R1	55.90	55.90	55.56	56.10
PP	55.50	55.50	55.50	55.61
S1	55.10	55.10	55.42	55.30
S2	54.70	54.70	55.34
S3	53.90	54.30	55.27
S4	53.10	53.50	55.05

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.38	58.63	55.54
R3	57.77	57.02	55.09
R2	56.16	56.16	54.95
R1	55.41	55.41	54.80	54.98
PP	54.55	54.55	54.55	54.34
S1	53.80	53.80	54.50	53.37
S2	52.94	52.94	54.35
S3	51.33	52.19	54.21
S4	49.72	50.58	53.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.92	53.70	2.22	4.0%	0.93	1.7%	81%	False	False	38,866
10	55.92	52.88	3.04	5.5%	1.06	1.9%	86%	False	False	42,199
20	56.72	51.52	5.20	9.4%	1.27	2.3%	76%	False	False	59,003
40	56.72	45.18	11.54	20.8%	1.50	2.7%	89%	False	False	49,618

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	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.31
2.618	58.00
1.618	57.20
1.000	56.71
0.618	56.40
HIGH	55.91
0.618	55.60
0.500	55.51
0.382	55.42
LOW	55.11
0.618	54.62
1.000	54.31
1.618	53.82
2.618	53.02
4.250	51.71

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	55.51	55.42
PP	55.50	55.35
S1	55.50	55.28

Download as Excel Spreadsheet

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

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