NYMEX Light Sweet Crude Oil Future May 2017

Trading Metrics calculated at close of trading on 27-Jan-2017

Day Change Summary
	Previous	Current
	26-Jan-2017	27-Jan-2017	Change	Change %	Previous Week
Open	54.19	54.81	0.62	1.1%	54.69
High	55.15	55.17	0.02	0.0%	55.17
Low	53.95	53.70	-0.25	-0.5%	53.65
Close	54.90	54.25	-0.65	-1.2%	54.25
Range	1.20	1.47	0.27	22.5%	1.52
ATR	1.30	1.32	0.01	0.9%	0.00
Volume	72,851	44,462	-28,389	-39.0%	336,113

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.78	57.99	55.06
R3	57.31	56.52	54.65
R2	55.84	55.84	54.52
R1	55.05	55.05	54.38	54.71
PP	54.37	54.37	54.37	54.21
S1	53.58	53.58	54.12	53.24
S2	52.90	52.90	53.98
S3	51.43	52.11	53.85
S4	49.96	50.64	53.44

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.92	58.10	55.09
R3	57.40	56.58	54.67
R2	55.88	55.88	54.53
R1	55.06	55.06	54.39	54.71
PP	54.36	54.36	54.36	54.18
S1	53.54	53.54	54.11	53.19
S2	52.84	52.84	53.97
S3	51.32	52.02	53.83
S4	49.80	50.50	53.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.17	53.65	1.52	2.8%	1.09	2.0%	39%	True	False	67,222
10	55.85	53.22	2.63	4.8%	1.19	2.2%	39%	False	False	59,124
20	57.50	53.16	4.34	8.0%	1.31	2.4%	25%	False	False	51,709
40	57.50	48.45	9.05	16.7%	1.35	2.5%	64%	False	False	44,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	61.42
2.618	59.02
1.618	57.55
1.000	56.64
0.618	56.08
HIGH	55.17
0.618	54.61
0.500	54.44
0.382	54.26
LOW	53.70
0.618	52.79
1.000	52.23
1.618	51.32
2.618	49.85
4.250	47.45

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	54.44	54.44
PP	54.37	54.37
S1	54.31	54.31

Download as Excel Spreadsheet

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

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