NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	54.98	55.36	0.38	0.7%	55.38
High	55.41	56.21	0.80	1.4%	55.83
Low	54.48	55.18	0.70	1.3%	54.36
Close	55.24	56.06	0.82	1.5%	55.24
Range	0.93	1.03	0.10	10.8%	1.47
ATR	1.54	1.51	-0.04	-2.4%	0.00
Volume	10,484	13,241	2,757	26.3%	130,344

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.91	58.51	56.63
R3	57.88	57.48	56.34
R2	56.85	56.85	56.25
R1	56.45	56.45	56.15	56.65
PP	55.82	55.82	55.82	55.92
S1	55.42	55.42	55.97	55.62
S2	54.79	54.79	55.87
S3	53.76	54.39	55.78
S4	52.73	53.36	55.49

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	56.21	54.36	1.85	3.3%	1.03	1.8%	92%	True	False	23,304
10	56.42	53.47	2.95	5.3%	1.16	2.1%	88%	False	False	27,529
20	57.10	47.90	9.20	16.4%	1.47	2.6%	89%	False	False	37,230

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	0.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	60.59
2.618	58.91
1.618	57.88
1.000	57.24
0.618	56.85
HIGH	56.21
0.618	55.82
0.500	55.70
0.382	55.57
LOW	55.18
0.618	54.54
1.000	54.15
1.618	53.51
2.618	52.48
4.250	50.80

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	55.94	55.80
PP	55.82	55.54
S1	55.70	55.29

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