NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 07-Dec-2016
Day Change Summary
Previous Current
06-Dec-2016 07-Dec-2016 Change Change % Previous Week
Open 50.97 50.93 -0.04 -0.1% 45.43
High 51.60 51.20 -0.40 -0.8% 51.80
Low 50.28 49.72 -0.56 -1.1% 44.82
Close 50.93 49.77 -1.16 -2.3% 51.68
Range 1.32 1.48 0.16 12.1% 6.98
ATR 1.90 1.87 -0.03 -1.6% 0.00
Volume 642,746 816,879 174,133 27.1% 4,420,103
Daily Pivots for day following 07-Dec-2016
Classic Woodie Camarilla DeMark
R4 54.67 53.70 50.58
R3 53.19 52.22 50.18
R2 51.71 51.71 50.04
R1 50.74 50.74 49.91 50.49
PP 50.23 50.23 50.23 50.10
S1 49.26 49.26 49.63 49.01
S2 48.75 48.75 49.50
S3 47.27 47.78 49.36
S4 45.79 46.30 48.96
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 48.98 3.44 6.9% 1.73 3.5% 23% False False 740,462
10 52.42 44.82 7.60 15.3% 2.14 4.3% 65% False False 750,334
20 52.42 42.95 9.47 19.0% 1.98 4.0% 72% False False 618,851
40 52.68 42.95 9.73 19.5% 1.61 3.2% 70% False False 389,190
60 52.74 42.95 9.79 19.7% 1.56 3.1% 70% False False 283,614
80 52.74 42.95 9.79 19.7% 1.54 3.1% 70% False False 220,356
100 52.74 42.34 10.40 20.9% 1.52 3.0% 71% False False 180,013
120 52.74 42.34 10.40 20.9% 1.55 3.1% 71% False False 152,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.49
2.618 55.07
1.618 53.59
1.000 52.68
0.618 52.11
HIGH 51.20
0.618 50.63
0.500 50.46
0.382 50.29
LOW 49.72
0.618 48.81
1.000 48.24
1.618 47.33
2.618 45.85
4.250 43.43
Fisher Pivots for day following 07-Dec-2016
Pivot 1 day 3 day
R1 50.46 51.07
PP 50.23 50.64
S1 50.00 50.20

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

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