NYMEX Light Sweet Crude Oil Future June 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	54.67	55.27	0.60	1.1%	55.15
High	55.59	55.60	0.01	0.0%	55.60
Low	54.42	54.15	-0.27	-0.5%	54.15
Close	55.34	54.67	-0.67	-1.2%	54.67
Range	1.17	1.45	0.28	23.9%	1.45
ATR	1.23	1.25	0.02	1.3%	0.00
Volume	80,583	63,874	-16,709	-20.7%	396,911

Daily Pivots for day following 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.16	58.36	55.47
R3	57.71	56.91	55.07
R2	56.26	56.26	54.94
R1	55.46	55.46	54.80	55.14
PP	54.81	54.81	54.81	54.64
S1	54.01	54.01	54.54	53.69
S2	53.36	53.36	54.40
S3	51.91	52.56	54.27
S4	50.46	51.11	53.87

Weekly Pivots for week ending 27-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.16	58.36	55.47
R3	57.71	56.91	55.07
R2	56.26	56.26	54.94
R1	55.46	55.46	54.80	55.14
PP	54.81	54.81	54.81	54.64
S1	54.01	54.01	54.54	53.69
S2	53.36	53.36	54.40
S3	51.91	52.56	54.27
S4	50.46	51.11	53.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.60	54.15	1.45	2.7%	1.06	1.9%	36%	True	True	79,382
10	56.40	53.79	2.61	4.8%	1.17	2.1%	34%	False	False	69,986
20	57.95	53.75	4.20	7.7%	1.30	2.4%	22%	False	False	66,231

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	61.76
2.618	59.40
1.618	57.95
1.000	57.05
0.618	56.50
HIGH	55.60
0.618	55.05
0.500	54.88
0.382	54.70
LOW	54.15
0.618	53.25
1.000	52.70
1.618	51.80
2.618	50.35
4.250	47.99

Fisher Pivots for day following 27-Jan-2017
Pivot	1 day	3 day
R1	54.88	54.88
PP	54.81	54.81
S1	54.74	54.74

Download as Excel Spreadsheet

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

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