NYMEX Light Sweet Crude Oil Future March 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 47.07 50.87 3.80 8.1% 48.08
High 51.66 53.49 1.83 3.5% 50.82
Low 47.03 50.80 3.77 8.0% 47.73
Close 51.21 52.81 1.60 3.1% 47.90
Range 4.63 2.69 -1.94 -41.9% 3.09
ATR 1.88 1.94 0.06 3.1% 0.00
Volume 224,620 178,670 -45,950 -20.5% 319,880
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 60.44 59.31 54.29
R3 57.75 56.62 53.55
R2 55.06 55.06 53.30
R1 53.93 53.93 53.06 54.50
PP 52.37 52.37 52.37 52.65
S1 51.24 51.24 52.56 51.81
S2 49.68 49.68 52.32
S3 46.99 48.55 52.07
S4 44.30 45.86 51.33
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 58.09 56.08 49.60
R3 55.00 52.99 48.75
R2 51.91 51.91 48.47
R1 49.90 49.90 48.18 49.36
PP 48.82 48.82 48.82 48.55
S1 46.81 46.81 47.62 46.27
S2 45.73 45.73 47.33
S3 42.64 43.72 47.05
S4 39.55 40.63 46.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.49 46.62 6.87 13.0% 2.81 5.3% 90% True False 122,957
10 53.49 46.62 6.87 13.0% 2.16 4.1% 90% True False 102,163
20 53.49 44.49 9.00 17.0% 1.86 3.5% 92% True False 85,795
40 53.68 44.49 9.19 17.4% 1.55 2.9% 91% False False 66,434
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 64.92
2.618 60.53
1.618 57.84
1.000 56.18
0.618 55.15
HIGH 53.49
0.618 52.46
0.500 52.15
0.382 51.83
LOW 50.80
0.618 49.14
1.000 48.11
1.618 46.45
2.618 43.76
4.250 39.37
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 52.59 51.89
PP 52.37 50.97
S1 52.15 50.06

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

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