NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 50.87 52.71 1.84 3.6% 47.50
High 53.49 53.56 0.07 0.1% 53.56
Low 50.80 51.96 1.16 2.3% 46.62
Close 52.81 53.52 0.71 1.3% 53.52
Range 2.69 1.60 -1.09 -40.5% 6.94
ATR 1.94 1.91 -0.02 -1.2% 0.00
Volume 178,670 107,309 -71,361 -39.9% 685,183
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.81 57.27 54.40
R3 56.21 55.67 53.96
R2 54.61 54.61 53.81
R1 54.07 54.07 53.67 54.34
PP 53.01 53.01 53.01 53.15
S1 52.47 52.47 53.37 52.74
S2 51.41 51.41 53.23
S3 49.81 50.87 53.08
S4 48.21 49.27 52.64
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 72.05 69.73 57.34
R3 65.11 62.79 55.43
R2 58.17 58.17 54.79
R1 55.85 55.85 54.16 57.01
PP 51.23 51.23 51.23 51.82
S1 48.91 48.91 52.88 50.07
S2 44.29 44.29 52.25
S3 37.35 41.97 51.61
S4 30.41 35.03 49.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.56 46.62 6.94 13.0% 2.68 5.0% 99% True False 137,036
10 53.56 46.62 6.94 13.0% 2.18 4.1% 99% True False 107,143
20 53.56 44.49 9.07 16.9% 1.86 3.5% 100% True False 88,984
40 53.68 44.49 9.19 17.2% 1.56 2.9% 98% False False 68,224
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 60.36
2.618 57.75
1.618 56.15
1.000 55.16
0.618 54.55
HIGH 53.56
0.618 52.95
0.500 52.76
0.382 52.57
LOW 51.96
0.618 50.97
1.000 50.36
1.618 49.37
2.618 47.77
4.250 45.16
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 53.27 52.45
PP 53.01 51.37
S1 52.76 50.30

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

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