NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 23-Dec-2016

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	54.74	54.98	0.24	0.4%	55.38
High	55.36	55.41	0.05	0.1%	55.83
Low	54.36	54.48	0.12	0.2%	54.36
Close	55.20	55.24	0.04	0.1%	55.24
Range	1.00	0.93	-0.07	-7.0%	1.47
ATR	1.59	1.54	-0.05	-3.0%	0.00
Volume	33,757	10,484	-23,273	-68.9%	130,344

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.83	57.47	55.75
R3	56.90	56.54	55.50
R2	55.97	55.97	55.41
R1	55.61	55.61	55.33	55.79
PP	55.04	55.04	55.04	55.14
S1	54.68	54.68	55.15	54.86
S2	54.11	54.11	55.07
S3	53.18	53.75	54.98
S4	52.25	52.82	54.73

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.55	58.87	56.05
R3	58.08	57.40	55.64
R2	56.61	56.61	55.51
R1	55.93	55.93	55.37	55.54
PP	55.14	55.14	55.14	54.95
S1	54.46	54.46	55.11	54.07
S2	53.67	53.67	54.97
S3	52.20	52.99	54.84
S4	50.73	51.52	54.43

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.83	54.36	1.47	2.7%	1.01	1.8%	60%	False	False	26,068
10	57.10	53.47	3.63	6.6%	1.26	2.3%	49%	False	False	31,480

Crabel Price Patterns
NR	True
NR4	True
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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.36
2.618	57.84
1.618	56.91
1.000	56.34
0.618	55.98
HIGH	55.41
0.618	55.05
0.500	54.95
0.382	54.84
LOW	54.48
0.618	53.91
1.000	53.55
1.618	52.98
2.618	52.05
4.250	50.53

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	55.14	55.19
PP	55.04	55.14
S1	54.95	55.10

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