NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 45.24 49.07 3.83 8.5% 46.60
High 49.90 51.80 1.90 3.8% 49.20
Low 45.22 48.98 3.76 8.3% 45.88
Close 49.44 51.06 1.62 3.3% 46.06
Range 4.68 2.82 -1.86 -39.7% 3.32
ATR 1.94 2.00 0.06 3.3% 0.00
Volume 1,311,000 974,805 -336,195 -25.6% 2,514,372
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.07 57.89 52.61
R3 56.25 55.07 51.84
R2 53.43 53.43 51.58
R1 52.25 52.25 51.32 52.84
PP 50.61 50.61 50.61 50.91
S1 49.43 49.43 50.80 50.02
S2 47.79 47.79 50.54
S3 44.97 46.61 50.28
S4 42.15 43.79 49.51
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.01 54.85 47.89
R3 53.69 51.53 46.97
R2 50.37 50.37 46.67
R1 48.21 48.21 46.36 47.63
PP 47.05 47.05 47.05 46.76
S1 44.89 44.89 45.76 44.31
S2 43.73 43.73 45.45
S3 40.41 41.57 45.15
S4 37.09 38.25 44.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.80 44.82 6.98 13.7% 2.91 5.7% 89% True False 843,796
10 51.80 44.82 6.98 13.7% 2.26 4.4% 89% True False 741,868
20 51.80 42.95 8.85 17.3% 1.93 3.8% 92% True False 527,165
40 52.74 42.95 9.79 19.2% 1.62 3.2% 83% False False 333,427
60 52.74 42.95 9.79 19.2% 1.57 3.1% 83% False False 240,775
80 52.74 42.95 9.79 19.2% 1.56 3.1% 83% False False 187,457
100 52.74 42.34 10.40 20.4% 1.51 3.0% 84% False False 153,427
120 52.74 42.34 10.40 20.4% 1.54 3.0% 84% False False 130,142
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.79
2.618 59.18
1.618 56.36
1.000 54.62
0.618 53.54
HIGH 51.80
0.618 50.72
0.500 50.39
0.382 50.06
LOW 48.98
0.618 47.24
1.000 46.16
1.618 44.42
2.618 41.60
4.250 37.00
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 50.84 50.14
PP 50.61 49.23
S1 50.39 48.31

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

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