NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	56.19	54.40	-1.79	-3.2%	56.37
High	56.21	54.79	-1.42	-2.5%	57.50
Low	54.28	53.16	-1.12	-2.1%	54.66
Close	54.47	53.28	-1.19	-2.2%	56.37
Range	1.93	1.63	-0.30	-15.5%	2.84
ATR	1.44	1.45	0.01	1.0%	0.00
Volume	55,740	56,176	436	0.8%	153,835

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.63	57.59	54.18
R3	57.00	55.96	53.73
R2	55.37	55.37	53.58
R1	54.33	54.33	53.43	54.04
PP	53.74	53.74	53.74	53.60
S1	52.70	52.70	53.13	52.41
S2	52.11	52.11	52.98
S3	50.48	51.07	52.83
S4	48.85	49.44	52.38

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	56.63	53.16	3.47	6.5%	1.41	2.6%	3%	False	True	39,585
10	57.50	53.16	4.34	8.1%	1.29	2.4%	3%	False	True	35,345
20	57.50	53.16	4.34	8.1%	1.28	2.4%	3%	False	True	33,413

Crabel Price Patterns
NR	True
NR4	False
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	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.72
2.618	59.06
1.618	57.43
1.000	56.42
0.618	55.80
HIGH	54.79
0.618	54.17
0.500	53.98
0.382	53.78
LOW	53.16
0.618	52.15
1.000	51.53
1.618	50.52
2.618	48.89
4.250	46.23

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	53.98	54.90
PP	53.74	54.36
S1	53.51	53.82

Download as Excel Spreadsheet

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

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