NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 51.01 51.46 0.45 0.9% 45.43
High 51.73 52.42 0.69 1.3% 51.80
Low 50.18 50.93 0.75 1.5% 44.82
Close 51.68 51.79 0.11 0.2% 51.68
Range 1.55 1.49 -0.06 -3.9% 6.98
ATR 1.97 1.93 -0.03 -1.7% 0.00
Volume 667,099 600,782 -66,317 -9.9% 4,420,103
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.18 55.48 52.61
R3 54.69 53.99 52.20
R2 53.20 53.20 52.06
R1 52.50 52.50 51.93 52.85
PP 51.71 51.71 51.71 51.89
S1 51.01 51.01 51.65 51.36
S2 50.22 50.22 51.52
S3 48.73 49.52 51.38
S4 47.24 48.03 50.97
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 52.42 44.82 7.60 14.7% 2.54 4.9% 92% True False 857,300
10 52.42 44.82 7.60 14.7% 2.27 4.4% 92% True False 753,525
20 52.42 42.95 9.47 18.3% 1.94 3.7% 93% True False 573,910
40 52.74 42.95 9.79 18.9% 1.63 3.1% 90% False False 360,464
60 52.74 42.95 9.79 18.9% 1.56 3.0% 90% False False 260,632
80 52.74 42.95 9.79 18.9% 1.54 3.0% 90% False False 202,627
100 52.74 42.34 10.40 20.1% 1.51 2.9% 91% False False 165,683
120 52.74 42.34 10.40 20.1% 1.55 3.0% 91% False False 140,588
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 58.75
2.618 56.32
1.618 54.83
1.000 53.91
0.618 53.34
HIGH 52.42
0.618 51.85
0.500 51.68
0.382 51.50
LOW 50.93
0.618 50.01
1.000 49.44
1.618 48.52
2.618 47.03
4.250 44.60
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 51.75 51.43
PP 51.71 51.06
S1 51.68 50.70

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

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