NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 51.46 50.97 -0.49 -1.0% 45.43
High 52.42 51.60 -0.82 -1.6% 51.80
Low 50.93 50.28 -0.65 -1.3% 44.82
Close 51.79 50.93 -0.86 -1.7% 51.68
Range 1.49 1.32 -0.17 -11.4% 6.98
ATR 1.93 1.90 -0.03 -1.6% 0.00
Volume 600,782 642,746 41,964 7.0% 4,420,103
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 54.90 54.23 51.66
R3 53.58 52.91 51.29
R2 52.26 52.26 51.17
R1 51.59 51.59 51.05 51.27
PP 50.94 50.94 50.94 50.77
S1 50.27 50.27 50.81 49.95
S2 49.62 49.62 50.69
S3 48.30 48.95 50.57
S4 46.98 47.63 50.20
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 45.22 7.20 14.1% 2.37 4.7% 79% False False 839,286
10 52.42 44.82 7.60 14.9% 2.20 4.3% 80% False False 751,267
20 52.42 42.95 9.47 18.6% 1.96 3.8% 84% False False 593,176
40 52.68 42.95 9.73 19.1% 1.60 3.1% 82% False False 373,193
60 52.74 42.95 9.79 19.2% 1.55 3.1% 82% False False 270,649
80 52.74 42.95 9.79 19.2% 1.54 3.0% 82% False False 210,414
100 52.74 42.34 10.40 20.4% 1.51 3.0% 83% False False 171,972
120 52.74 42.34 10.40 20.4% 1.55 3.0% 83% False False 145,846
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 0.40
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 57.21
2.618 55.06
1.618 53.74
1.000 52.92
0.618 52.42
HIGH 51.60
0.618 51.10
0.500 50.94
0.382 50.78
LOW 50.28
0.618 49.46
1.000 48.96
1.618 48.14
2.618 46.82
4.250 44.67
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 50.94 51.30
PP 50.94 51.18
S1 50.93 51.05

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

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