NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	53.55	52.51	-1.04	-1.9%	55.76
High	54.09	54.40	0.31	0.6%	56.92
Low	52.42	52.47	0.05	0.1%	53.92
Close	52.53	53.87	1.34	2.6%	55.68
Range	1.67	1.93	0.26	15.6%	3.00
ATR	1.45	1.48	0.03	2.4%	0.00
Volume	89,287	105,171	15,884	17.8%	280,151

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.37	58.55	54.93
R3	57.44	56.62	54.40
R2	55.51	55.51	54.22
R1	54.69	54.69	54.05	55.10
PP	53.58	53.58	53.58	53.79
S1	52.76	52.76	53.69	53.17
S2	51.65	51.65	53.52
S3	49.72	50.83	53.34
S4	47.79	48.90	52.81

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.51	63.09	57.33
R3	61.51	60.09	56.51
R2	58.51	58.51	56.23
R1	57.09	57.09	55.96	56.30
PP	55.51	55.51	55.51	55.11
S1	54.09	54.09	55.41	53.30
S2	52.51	52.51	55.13
S3	49.51	51.09	54.86
S4	46.51	48.09	54.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.97	52.42	3.55	6.6%	1.58	2.9%	41%	False	False	76,384
10	56.92	52.42	4.50	8.4%	1.43	2.7%	32%	False	False	68,395
20	56.92	52.42	4.50	8.4%	1.32	2.4%	32%	False	False	57,341
40	56.92	45.18	11.74	21.8%	1.54	2.9%	74%	False	False	57,219

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.60
2.618	59.45
1.618	57.52
1.000	56.33
0.618	55.59
HIGH	54.40
0.618	53.66
0.500	53.44
0.382	53.21
LOW	52.47
0.618	51.28
1.000	50.54
1.618	49.35
2.618	47.42
4.250	44.27

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	53.73	53.98
PP	53.58	53.94
S1	53.44	53.91

Download as Excel Spreadsheet

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

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