NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 12-Jan-2017

Day Change Summary
	Previous	Current
	11-Jan-2017	12-Jan-2017	Change	Change %	Previous Week
Open	53.21	54.48	1.27	2.4%	56.37
High	55.12	55.73	0.61	1.1%	57.50
Low	53.21	54.47	1.26	2.4%	54.66
Close	54.59	55.39	0.80	1.5%	56.37
Range	1.91	1.26	-0.65	-34.0%	2.84
ATR	1.48	1.47	-0.02	-1.1%	0.00
Volume	60,409	69,288	8,879	14.7%	153,835

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.98	58.44	56.08
R3	57.72	57.18	55.74
R2	56.46	56.46	55.62
R1	55.92	55.92	55.51	56.19
PP	55.20	55.20	55.20	55.33
S1	54.66	54.66	55.27	54.93
S2	53.94	53.94	55.16
S3	52.68	53.40	55.04
S4	51.42	52.14	54.70

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	6.3%	1.54	2.8%	64%	False	False	54,307
10	57.50	53.16	4.34	7.8%	1.43	2.6%	51%	False	False	44,294
20	57.50	53.16	4.34	7.8%	1.27	2.3%	51%	False	False	35,624

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	0.29
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	61.09
2.618	59.03
1.618	57.77
1.000	56.99
0.618	56.51
HIGH	55.73
0.618	55.25
0.500	55.10
0.382	54.95
LOW	54.47
0.618	53.69
1.000	53.21
1.618	52.43
2.618	51.17
4.250	49.12

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	55.29	55.08
PP	55.20	54.76
S1	55.10	54.45

Download as Excel Spreadsheet

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

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