NYMEX Light Sweet Crude Oil Future February 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 50.00 52.25 2.25 4.5% 46.66
High 52.67 52.69 0.02 0.0% 52.69
Low 49.94 51.12 1.18 2.4% 45.74
Close 51.96 52.65 0.69 1.3% 52.65
Range 2.73 1.57 -1.16 -42.5% 6.95
ATR 1.97 1.94 -0.03 -1.4% 0.00
Volume 320,570 180,911 -139,659 -43.6% 1,233,428
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 56.86 56.33 53.51
R3 55.29 54.76 53.08
R2 53.72 53.72 52.94
R1 53.19 53.19 52.79 53.46
PP 52.15 52.15 52.15 52.29
S1 51.62 51.62 52.51 51.89
S2 50.58 50.58 52.36
S3 49.01 50.05 52.22
S4 47.44 48.48 51.79
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 71.21 68.88 56.47
R3 64.26 61.93 54.56
R2 57.31 57.31 53.92
R1 54.98 54.98 53.29 56.15
PP 50.36 50.36 50.36 50.94
S1 48.03 48.03 52.01 49.20
S2 43.41 43.41 51.38
S3 36.46 41.08 50.74
S4 29.51 34.13 48.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.69 45.74 6.95 13.2% 2.71 5.2% 99% True False 246,685
10 52.69 45.74 6.95 13.2% 2.21 4.2% 99% True False 188,501
20 52.69 43.73 8.96 17.0% 1.89 3.6% 100% True False 140,942
40 53.26 43.73 9.53 18.1% 1.59 3.0% 94% False False 96,562
60 53.26 43.73 9.53 18.1% 1.53 2.9% 94% False False 73,019
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 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 59.36
2.618 56.80
1.618 55.23
1.000 54.26
0.618 53.66
HIGH 52.69
0.618 52.09
0.500 51.91
0.382 51.72
LOW 51.12
0.618 50.15
1.000 49.55
1.618 48.58
2.618 47.01
4.250 44.45
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 52.40 51.57
PP 52.15 50.49
S1 51.91 49.41

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

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