NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	55.77	56.33	0.56	1.0%	55.36
High	56.49	56.38	-0.11	-0.2%	56.49
Low	55.77	55.81	0.04	0.1%	55.18
Close	56.11	56.05	-0.06	-0.1%	56.05
Range	0.72	0.57	-0.15	-20.8%	1.31
ATR	1.39	1.34	-0.06	-4.2%	0.00
Volume	32,881	14,620	-18,261	-55.5%	87,708

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.79	57.49	56.36
R3	57.22	56.92	56.21
R2	56.65	56.65	56.15
R1	56.35	56.35	56.10	56.22
PP	56.08	56.08	56.08	56.01
S1	55.78	55.78	56.00	55.65
S2	55.51	55.51	55.95
S3	54.94	55.21	55.89
S4	54.37	54.64	55.74

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.84	59.25	56.77
R3	58.53	57.94	56.41
R2	57.22	57.22	56.29
R1	56.63	56.63	56.17	56.93
PP	55.91	55.91	55.91	56.05
S1	55.32	55.32	55.93	55.62
S2	54.60	54.60	55.81
S3	53.29	54.01	55.69
S4	51.98	52.70	55.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.49	54.48	2.01	3.6%	0.78	1.4%	78%	False	False	19,638
10	56.49	53.82	2.67	4.8%	0.94	1.7%	84%	False	False	24,020
20	57.10	53.05	4.05	7.2%	1.12	2.0%	74%	False	False	33,468

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	58.80
2.618	57.87
1.618	57.30
1.000	56.95
0.618	56.73
HIGH	56.38
0.618	56.16
0.500	56.10
0.382	56.03
LOW	55.81
0.618	55.46
1.000	55.24
1.618	54.89
2.618	54.32
4.250	53.39

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	56.10	56.13
PP	56.08	56.10
S1	56.07	56.08

Download as Excel Spreadsheet

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

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