NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 49.07 51.01 1.94 4.0% 45.43
High 51.80 51.73 -0.07 -0.1% 51.80
Low 48.98 50.18 1.20 2.4% 44.82
Close 51.06 51.68 0.62 1.2% 51.68
Range 2.82 1.55 -1.27 -45.0% 6.98
ATR 2.00 1.97 -0.03 -1.6% 0.00
Volume 974,805 667,099 -307,706 -31.6% 4,420,103
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.85 55.31 52.53
R3 54.30 53.76 52.11
R2 52.75 52.75 51.96
R1 52.21 52.21 51.82 52.48
PP 51.20 51.20 51.20 51.33
S1 50.66 50.66 51.54 50.93
S2 49.65 49.65 51.40
S3 48.10 49.11 51.25
S4 46.55 47.56 50.83
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 70.37 68.01 55.52
R3 63.39 61.03 53.60
R2 56.41 56.41 52.96
R1 54.05 54.05 52.32 55.23
PP 49.43 49.43 49.43 50.03
S1 47.07 47.07 51.04 48.25
S2 42.45 42.45 50.40
S3 35.47 40.09 49.76
S4 28.49 33.11 47.84
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 13.5% 2.74 5.3% 98% False False 884,020
10 51.80 44.82 6.98 13.5% 2.25 4.3% 98% False False 759,488
20 51.80 42.95 8.85 17.1% 1.93 3.7% 99% False False 554,391
40 52.74 42.95 9.79 18.9% 1.62 3.1% 89% False False 348,035
60 52.74 42.95 9.79 18.9% 1.57 3.0% 89% False False 251,247
80 52.74 42.95 9.79 18.9% 1.56 3.0% 89% False False 195,413
100 52.74 42.34 10.40 20.1% 1.51 2.9% 90% False False 159,904
120 52.74 42.34 10.40 20.1% 1.55 3.0% 90% False False 135,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 58.32
2.618 55.79
1.618 54.24
1.000 53.28
0.618 52.69
HIGH 51.73
0.618 51.14
0.500 50.96
0.382 50.77
LOW 50.18
0.618 49.22
1.000 48.63
1.618 47.67
2.618 46.12
4.250 43.59
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 51.44 50.62
PP 51.20 49.57
S1 50.96 48.51

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

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