NYMEX Light Sweet Crude Oil Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 52.71 53.37 0.66 1.3% 47.50
High 53.56 54.26 0.70 1.3% 53.56
Low 51.96 52.91 0.95 1.8% 46.62
Close 53.52 53.76 0.24 0.4% 53.52
Range 1.60 1.35 -0.25 -15.6% 6.94
ATR 1.91 1.87 -0.04 -2.1% 0.00
Volume 107,309 112,218 4,909 4.6% 685,183
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 57.69 57.08 54.50
R3 56.34 55.73 54.13
R2 54.99 54.99 54.01
R1 54.38 54.38 53.88 54.69
PP 53.64 53.64 53.64 53.80
S1 53.03 53.03 53.64 53.34
S2 52.29 52.29 53.51
S3 50.94 51.68 53.39
S4 49.59 50.33 53.02
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 46.62 7.64 14.2% 2.47 4.6% 93% True False 141,614
10 54.26 46.62 7.64 14.2% 2.19 4.1% 93% True False 111,728
20 54.26 44.49 9.77 18.2% 1.87 3.5% 95% True False 91,660
40 54.26 44.49 9.77 18.2% 1.56 2.9% 95% True False 69,850
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 60.00
2.618 57.79
1.618 56.44
1.000 55.61
0.618 55.09
HIGH 54.26
0.618 53.74
0.500 53.59
0.382 53.43
LOW 52.91
0.618 52.08
1.000 51.56
1.618 50.73
2.618 49.38
4.250 47.17
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 53.70 53.35
PP 53.64 52.94
S1 53.59 52.53

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

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