NYMEX Light Sweet Crude Oil Future June 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	53.80	55.18	1.38	2.6%	56.83
High	55.71	56.27	0.56	1.0%	57.95
Low	53.80	55.04	1.24	2.3%	55.13
Close	55.17	55.99	0.82	1.5%	56.88
Range	1.91	1.23	-0.68	-35.6%	2.82
ATR
Volume	77,560	79,535	1,975	2.5%	261,319

Daily Pivots for day following 12-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.46	58.95	56.67
R3	58.23	57.72	56.33
R2	57.00	57.00	56.22
R1	56.49	56.49	56.10	56.75
PP	55.77	55.77	55.77	55.89
S1	55.26	55.26	55.88	55.52
S2	54.54	54.54	55.76
S3	53.31	54.03	55.65
S4	52.08	52.80	55.31

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	65.11	63.82	58.43
R3	62.29	61.00	57.66
R2	59.47	59.47	57.40
R1	58.18	58.18	57.14	58.83
PP	56.65	56.65	56.65	56.98
S1	55.36	55.36	56.62	56.01
S2	53.83	53.83	56.36
S3	51.01	52.54	56.10
S4	48.19	49.72	55.33

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.13	53.75	3.38	6.0%	1.53	2.7%	66%	False	False	68,795
10	57.95	53.75	4.20	7.5%	1.43	2.6%	53%	False	False	62,475

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	0.35
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	61.50
2.618	59.49
1.618	58.26
1.000	57.50
0.618	57.03
HIGH	56.27
0.618	55.80
0.500	55.66
0.382	55.51
LOW	55.04
0.618	54.28
1.000	53.81
1.618	53.05
2.618	51.82
4.250	49.81

Fisher Pivots for day following 12-Jan-2017
Pivot	1 day	3 day
R1	55.88	55.66
PP	55.77	55.34
S1	55.66	55.01

Download as Excel Spreadsheet

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

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