NYMEX Light Sweet Crude Oil Future February 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 46.22 50.00 3.78 8.2% 47.24
High 50.80 52.67 1.87 3.7% 50.02
Low 46.13 49.94 3.81 8.3% 46.82
Close 50.34 51.96 1.62 3.2% 47.00
Range 4.67 2.73 -1.94 -41.5% 3.20
ATR 1.91 1.97 0.06 3.1% 0.00
Volume 381,490 320,570 -60,920 -16.0% 556,302
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 59.71 58.57 53.46
R3 56.98 55.84 52.71
R2 54.25 54.25 52.46
R1 53.11 53.11 52.21 53.68
PP 51.52 51.52 51.52 51.81
S1 50.38 50.38 51.71 50.95
S2 48.79 48.79 51.46
S3 46.06 47.65 51.21
S4 43.33 44.92 50.46
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 57.55 55.47 48.76
R3 54.35 52.27 47.88
R2 51.15 51.15 47.59
R1 49.07 49.07 47.29 48.51
PP 47.95 47.95 47.95 47.67
S1 45.87 45.87 46.71 45.31
S2 44.75 44.75 46.41
S3 41.55 42.67 46.12
S4 38.35 39.47 45.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.67 45.74 6.93 13.3% 2.86 5.5% 90% True False 225,031
10 52.67 45.74 6.93 13.3% 2.21 4.2% 90% True False 178,455
20 52.67 43.73 8.94 17.2% 1.89 3.6% 92% True False 134,100
40 53.26 43.73 9.53 18.3% 1.58 3.0% 86% False False 92,663
60 53.26 43.73 9.53 18.3% 1.53 3.0% 86% False False 70,402
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.27
2.618 59.82
1.618 57.09
1.000 55.40
0.618 54.36
HIGH 52.67
0.618 51.63
0.500 51.31
0.382 50.98
LOW 49.94
0.618 48.25
1.000 47.21
1.618 45.52
2.618 42.79
4.250 38.34
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 51.74 51.04
PP 51.52 50.12
S1 51.31 49.21

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

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