NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 09-Jan-2017

Day Change Summary
	Previous	Current
	06-Jan-2017	09-Jan-2017	Change	Change %	Previous Week
Open	56.15	56.19	0.04	0.1%	56.37
High	56.63	56.21	-0.42	-0.7%	57.50
Low	55.67	54.28	-1.39	-2.5%	54.66
Close	56.37	54.47	-1.90	-3.4%	56.37
Range	0.96	1.93	0.97	101.0%	2.84
ATR	1.38	1.44	0.05	3.6%	0.00
Volume	29,925	55,740	25,815	86.3%	153,835

Daily Pivots for day following 09-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	60.78	59.55	55.53
R3	58.85	57.62	55.00
R2	56.92	56.92	54.82
R1	55.69	55.69	54.65	55.34
PP	54.99	54.99	54.99	54.81
S1	53.76	53.76	54.29	53.41
S2	53.06	53.06	54.12
S3	51.13	51.83	53.94
S4	49.20	49.90	53.41

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	54.28	3.22	5.9%	1.65	3.0%	6%	False	True	41,915
10	57.50	54.28	3.22	5.9%	1.22	2.2%	6%	False	True	30,776
20	57.50	53.47	4.03	7.4%	1.22	2.2%	25%	False	False	32,911

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	64.41
2.618	61.26
1.618	59.33
1.000	58.14
0.618	57.40
HIGH	56.21
0.618	55.47
0.500	55.25
0.382	55.02
LOW	54.28
0.618	53.09
1.000	52.35
1.618	51.16
2.618	49.23
4.250	46.08

Fisher Pivots for day following 09-Jan-2017
Pivot	1 day	3 day
R1	55.25	55.46
PP	54.99	55.13
S1	54.73	54.80

Download as Excel Spreadsheet

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

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