NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 03-Jan-2017

Day Change Summary
	Previous	Current
	30-Dec-2016	03-Jan-2017	Change	Change %	Previous Week
Open	56.33	56.37	0.04	0.1%	55.36
High	56.38	57.50	1.12	2.0%	56.49
Low	55.81	54.68	-1.13	-2.0%	55.18
Close	56.05	54.81	-1.24	-2.2%	56.05
Range	0.57	2.82	2.25	394.7%	1.31
ATR	1.34	1.44	0.11	7.9%	0.00
Volume	14,620	67,826	53,206	363.9%	87,708

Daily Pivots for day following 03-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.12	62.29	56.36
R3	61.30	59.47	55.59
R2	58.48	58.48	55.33
R1	56.65	56.65	55.07	56.16
PP	55.66	55.66	55.66	55.42
S1	53.83	53.83	54.55	53.34
S2	52.84	52.84	54.29
S3	50.02	51.01	54.03
S4	47.20	48.19	53.26

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	57.50	54.68	2.82	5.1%	1.16	2.1%	5%	True	True	31,106
10	57.50	54.36	3.14	5.7%	1.08	2.0%	14%	True	False	28,587
20	57.50	53.15	4.35	7.9%	1.18	2.2%	38%	True	False	34,702

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	69.49
2.618	64.88
1.618	62.06
1.000	60.32
0.618	59.24
HIGH	57.50
0.618	56.42
0.500	56.09
0.382	55.76
LOW	54.68
0.618	52.94
1.000	51.86
1.618	50.12
2.618	47.30
4.250	42.70

Fisher Pivots for day following 03-Jan-2017
Pivot	1 day	3 day
R1	56.09	56.09
PP	55.66	55.66
S1	55.24	55.24

Download as Excel Spreadsheet

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

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