NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	55.53	55.76	0.23	0.4%	54.94
High	55.78	56.92	1.14	2.0%	55.92
Low	55.17	53.92	-1.25	-2.3%	54.63
Close	55.43	54.12	-1.31	-2.4%	55.43
Range	0.61	3.00	2.39	391.8%	1.29
ATR	1.30	1.42	0.12	9.3%	0.00
Volume	32,342	114,163	81,821	253.0%	149,056

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.99	62.05	55.77
R3	60.99	59.05	54.95
R2	57.99	57.99	54.67
R1	56.05	56.05	54.40	55.52
PP	54.99	54.99	54.99	54.72
S1	53.05	53.05	53.85	52.52
S2	51.99	51.99	53.57
S3	48.99	50.05	53.30
S4	45.99	47.05	52.47

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.20	58.60	56.14
R3	57.91	57.31	55.78
R2	56.62	56.62	55.67
R1	56.02	56.02	55.55	56.32
PP	55.33	55.33	55.33	55.48
S1	54.73	54.73	55.31	55.03
S2	54.04	54.04	55.19
S3	52.75	53.44	55.08
S4	51.46	52.15	54.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.92	53.92	3.00	5.5%	1.24	2.3%	7%	True	True	52,643
10	56.92	53.70	3.22	5.9%	1.15	2.1%	13%	True	False	47,301
20	56.92	52.56	4.36	8.1%	1.24	2.3%	36%	True	False	58,183
40	56.92	45.18	11.74	21.7%	1.52	2.8%	76%	True	False	51,950

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	69.67
2.618	64.77
1.618	61.77
1.000	59.92
0.618	58.77
HIGH	56.92
0.618	55.77
0.500	55.42
0.382	55.07
LOW	53.92
0.618	52.07
1.000	50.92
1.618	49.07
2.618	46.07
4.250	41.17

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	55.42	55.42
PP	54.99	54.99
S1	54.55	54.55

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