NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 11-Jan-2017

Day Change Summary
	Previous	Current
	10-Jan-2017	11-Jan-2017	Change	Change %	Previous Week
Open	54.40	53.21	-1.19	-2.2%	56.37
High	54.79	55.12	0.33	0.6%	57.50
Low	53.16	53.21	0.05	0.1%	54.66
Close	53.28	54.59	1.31	2.5%	56.37
Range	1.63	1.91	0.28	17.2%	2.84
ATR	1.45	1.48	0.03	2.3%	0.00
Volume	56,176	60,409	4,233	7.5%	153,835

Daily Pivots for day following 11-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	60.04	59.22	55.64
R3	58.13	57.31	55.12
R2	56.22	56.22	54.94
R1	55.40	55.40	54.77	55.81
PP	54.31	54.31	54.31	54.51
S1	53.49	53.49	54.41	53.90
S2	52.40	52.40	54.24
S3	50.49	51.58	54.06
S4	48.58	49.67	53.54

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	6.4%	1.54	2.8%	41%	False	False	45,562
10	57.50	53.16	4.34	8.0%	1.37	2.5%	33%	False	False	40,062
20	57.50	53.16	4.34	8.0%	1.27	2.3%	33%	False	False	33,796

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	63.24
2.618	60.12
1.618	58.21
1.000	57.03
0.618	56.30
HIGH	55.12
0.618	54.39
0.500	54.17
0.382	53.94
LOW	53.21
0.618	52.03
1.000	51.30
1.618	50.12
2.618	48.21
4.250	45.09

Fisher Pivots for day following 11-Jan-2017
Pivot	1 day	3 day
R1	54.45	54.69
PP	54.31	54.65
S1	54.17	54.62

Download as Excel Spreadsheet

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

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