NYMEX Light Sweet Crude Oil Future January 2017


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 50.93 49.88 -1.05 -2.1% 45.43
High 51.20 50.98 -0.22 -0.4% 51.80
Low 49.72 49.61 -0.11 -0.2% 44.82
Close 49.77 50.84 1.07 2.1% 51.68
Range 1.48 1.37 -0.11 -7.4% 6.98
ATR 1.87 1.84 -0.04 -1.9% 0.00
Volume 816,879 780,062 -36,817 -4.5% 4,420,103
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 54.59 54.08 51.59
R3 53.22 52.71 51.22
R2 51.85 51.85 51.09
R1 51.34 51.34 50.97 51.60
PP 50.48 50.48 50.48 50.60
S1 49.97 49.97 50.71 50.23
S2 49.11 49.11 50.59
S3 47.74 48.60 50.46
S4 46.37 47.23 50.09
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 49.61 2.81 5.5% 1.44 2.8% 44% False True 701,513
10 52.42 44.82 7.60 14.9% 2.18 4.3% 79% False False 772,654
20 52.42 42.95 9.47 18.6% 1.91 3.8% 83% False False 637,135
40 52.68 42.95 9.73 19.1% 1.61 3.2% 81% False False 405,882
60 52.74 42.95 9.79 19.3% 1.55 3.1% 81% False False 296,056
80 52.74 42.95 9.79 19.3% 1.54 3.0% 81% False False 229,824
100 52.74 42.34 10.40 20.5% 1.52 3.0% 82% False False 187,668
120 52.74 42.34 10.40 20.5% 1.55 3.0% 82% False False 159,050
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.80
2.618 54.57
1.618 53.20
1.000 52.35
0.618 51.83
HIGH 50.98
0.618 50.46
0.500 50.30
0.382 50.13
LOW 49.61
0.618 48.76
1.000 48.24
1.618 47.39
2.618 46.02
4.250 43.79
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 50.66 50.76
PP 50.48 50.68
S1 50.30 50.61

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

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