NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 06-Jan-2017

Day Change Summary
	Previous	Current
	05-Jan-2017	06-Jan-2017	Change	Change %	Previous Week
Open	55.67	56.15	0.48	0.9%	56.37
High	56.53	56.63	0.10	0.2%	57.50
Low	55.24	55.67	0.43	0.8%	54.66
Close	56.17	56.37	0.20	0.4%	56.37
Range	1.29	0.96	-0.33	-25.6%	2.84
ATR	1.42	1.38	-0.03	-2.3%	0.00
Volume	25,560	29,925	4,365	17.1%	153,835

Daily Pivots for day following 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.10	58.70	56.90
R3	58.14	57.74	56.63
R2	57.18	57.18	56.55
R1	56.78	56.78	56.46	56.98
PP	56.22	56.22	56.22	56.33
S1	55.82	55.82	56.28	56.02
S2	55.26	55.26	56.19
S3	54.30	54.86	56.11
S4	53.34	53.90	55.84

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.70	63.37	57.93
R3	61.86	60.53	57.15
R2	59.02	59.02	56.89
R1	57.69	57.69	56.63	57.79
PP	56.18	56.18	56.18	56.23
S1	54.85	54.85	56.11	54.95
S2	53.34	53.34	55.85
S3	50.50	52.01	55.59
S4	47.66	49.17	54.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.50	54.66	2.84	5.0%	1.38	2.4%	60%	False	False	33,691
10	57.50	54.36	3.14	5.6%	1.12	2.0%	64%	False	False	28,578
20	57.50	53.15	4.35	7.7%	1.17	2.1%	74%	False	False	32,243

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	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	60.71
2.618	59.14
1.618	58.18
1.000	57.59
0.618	57.22
HIGH	56.63
0.618	56.26
0.500	56.15
0.382	56.04
LOW	55.67
0.618	55.08
1.000	54.71
1.618	54.12
2.618	53.16
4.250	51.59

Fisher Pivots for day following 06-Jan-2017
Pivot	1 day	3 day
R1	56.30	56.13
PP	56.22	55.89
S1	56.15	55.65

Download as Excel Spreadsheet

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

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