NYMEX Light Sweet Crude Oil Future May 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	55.99	55.77	-0.22	-0.4%	55.38
High	56.45	56.49	0.04	0.1%	55.83
Low	55.78	55.77	-0.01	0.0%	54.36
Close	56.25	56.11	-0.14	-0.2%	55.24
Range	0.67	0.72	0.05	7.5%	1.47
ATR	1.45	1.39	-0.05	-3.6%	0.00
Volume	26,966	32,881	5,915	21.9%	130,344

Daily Pivots for day following 29-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.28	57.92	56.51
R3	57.56	57.20	56.31
R2	56.84	56.84	56.24
R1	56.48	56.48	56.18	56.66
PP	56.12	56.12	56.12	56.22
S1	55.76	55.76	56.04	55.94
S2	55.40	55.40	55.98
S3	54.68	55.04	55.91
S4	53.96	54.32	55.71

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	56.49	54.36	2.13	3.8%	0.87	1.6%	82%	True	False	23,465
10	56.49	53.47	3.02	5.4%	1.00	1.8%	87%	True	False	26,057
20	57.10	52.00	5.10	9.1%	1.22	2.2%	81%	False	False	35,976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.55
2.618	58.37
1.618	57.65
1.000	57.21
0.618	56.93
HIGH	56.49
0.618	56.21
0.500	56.13
0.382	56.05
LOW	55.77
0.618	55.33
1.000	55.05
1.618	54.61
2.618	53.89
4.250	52.71

Fisher Pivots for day following 29-Dec-2016
Pivot	1 day	3 day
R1	56.13	56.02
PP	56.12	55.93
S1	56.12	55.84

Download as Excel Spreadsheet

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

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