NYMEX Light Sweet Crude Oil Future March 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 52.96 52.00 -0.96 -1.8% 47.50
High 53.24 52.89 -0.35 -0.7% 53.56
Low 51.92 51.80 -0.12 -0.2% 46.62
Close 51.97 52.82 0.85 1.6% 53.52
Range 1.32 1.09 -0.23 -17.4% 6.94
ATR 1.80 1.75 -0.05 -2.8% 0.00
Volume 175,725 200,662 24,937 14.2% 685,183
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 55.77 55.39 53.42
R3 54.68 54.30 53.12
R2 53.59 53.59 53.02
R1 53.21 53.21 52.92 53.40
PP 52.50 52.50 52.50 52.60
S1 52.12 52.12 52.72 52.31
S2 51.41 51.41 52.62
S3 50.32 51.03 52.52
S4 49.23 49.94 52.22
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 54.26 51.80 2.46 4.7% 1.33 2.5% 41% False True 141,881
10 54.26 46.62 7.64 14.5% 2.07 3.9% 81% False False 132,419
20 54.26 44.49 9.77 18.5% 1.82 3.4% 85% False False 104,640
40 54.26 44.49 9.77 18.5% 1.54 2.9% 85% False False 78,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 57.52
2.618 55.74
1.618 54.65
1.000 53.98
0.618 53.56
HIGH 52.89
0.618 52.47
0.500 52.35
0.382 52.22
LOW 51.80
0.618 51.13
1.000 50.71
1.618 50.04
2.618 48.95
4.250 47.17
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 52.66 52.78
PP 52.50 52.75
S1 52.35 52.71

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

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